Probably because they are not actually Chinese. It’s an American invention and an American custom. Faux exotic culture. Some places in China give them out now, but they call them “The Genuine American Chinese Fortune Cookie”.
Weirdly enough, in my local Chinese supermarket yesterday, I saw a bag of fortune cookies. They were made in China (so doubtless have some fantastic fortunes in them, such as “Model airplane is fresh and exciting!”). So the idea was conceived in the US by expatriate Chinese, re-imported to China, then exported to the Chinese community in the UK. They’re so alien to us and to the local Chinese population that I wonder who uses them here?