My guess is that it's still too hard to design a decent long range missile capable of intercepting small agile aircraft
Longer range means you must increase fuel. Increasing fuel increases weight, reducing manoeuvrability.
Also, it's hard for fighters to maintain lock on an ECM equipped fighter at long ranges. It would be a waste to have a missile that can fly far but you can't guide it far enough for it to use its own radar.
Another thing, I think, is speed. Long range is useless if your missile is slow, say like Mach 2 or Mach 3, the enemy fighter can just turn around and outrun the missile at long ranges. But to increase speed you must also increase fuel load because high speed would consume more fuel, again reducing manoeuvrability.
The ramjet R-77 M1 is a promising design to counter some of these problems, I think