Its down to markets and profit margins.
Harley makes plenty of cash, and can sell every bike they make, plust the add ons in the official catalogue, including things like watches and clothing and holidays.
Its a brand image that any industry would kill for, producing sports machines could affect that image, so there definately be anything in the sports bike image branded directly as Harley, which is the reason that Buell exists.
Harley tends to change very slowly over time, and this helps keep developments costs down, and US roads are well suited for the most part to their style of machine.
US manufacturers look at the very rapid development rate and model turnover of sportbikes in particular and see large risks with potentially huge losses if it goes wrong.
They would be competing against established players, with established images, and branding is crucial in motorcycle sales.This tends to kill off newcomers before they even start, it take decades to make a solid secure niche,
for instance
KTM have been around to many years and are well known in the trail bike and enduro market, they are just about to market mainstream sportsbikes and street bikes, but it took a long time beofre they felt market conditions were right and their brand had built up sufficient kudos, even so, they haven’t strayed too far away from their off road image, their very shiny new V-Twin 900cc machine although pure sports, will use the same engine in a super enduro machine.
Its taken the reborn Triumph brand nearly 20 years before they decided they could compete on moreorless direct terms with Japanese machines, but they have targeted the particular segments of the market extremely selectively, and it has taken all this time to develop a brand image of their own.
Brand is everything, so the obvious way is to buy up and existing name, or defunct name from the past, and develop it, perhaps enhance it, this is exactly what happened with Ducati, which is ultimately US owned.
Its still based in Italy of course, moving it to the US would damage the image irrepairably, but modern manufacturing techniques and engineering solutions have improved the quality no end, these bikes are still very care intensive and require plenty of t.l.c, but the glaring faults and shortcomings such as single phase alternators and fragile regualtors and rectifiers are now a thing of the past.
The bikes are now reasonably reliable, and the image is being further developed with a return into MotoGP which is the pinnacle or motorcycle track sport.
Its not easy to imagine a totally new boy on the block in the bike world, every niche from the extremely limited edition sportsbikes like Bimoto and the hyper-expensive Ducati GP race rep(rumoured to be likely to cost around $50k when it gets to production) just about every possible niche is filled with pretty aggressive established competitors, and given that US motocycles dont hold any kudos at all in the sportsbike world, they carry a huge amount of image baggage, its easy to see why no-one takes up the challenge.