Mercury's surface temperatures are both extremely hot and cold. Because the planet is so close to the Sun, day temperatures can reach highs of 800°F (430°C). Without an atmosphere to retain that heat at night, temperatures can dip as low as -290°F (-180°C).

I think this is the big reason. It's also close to the sun, which makes it difficult to land something on it. There's likely not as much value in doing it just yet, while we can gather data about its composition through other methods. Eventually we might do it, and I imagine it'll be for resources of some kind

https://www.space.com/41664-mercury-lander-mission-study-proposal.html

I found this article just now but have read it all yet. Seems relevant

Mercury has been devoid of spacecraft companions since NASA's Messenger mission ended in 2015, and while the next mission bound for the innermost planet launches later this year, it won't arrive until 2025.

On the last point, here is that new mission and the updated timeline

https://en.m.wikipedia.org/wiki/BepiColombo

On 15 May 2024, ESA reported that a "glitch" prevented the spacecraft's thrusters from operating at full power during a scheduled manoeuvre on 26 April.[9] On 2 September, ESA reported that to compensate for the reduced available thrust, a revised trajectory had been developed that would add 11 months to the cruise, delaying the expected arrival date from 5 December 2025 to November 2026