A "cheap" portable ultrasound machine is going to be in the thousands of dollars, and there's just no way that hospitals and clinics would be able to purchase enough of them so that one was available for every ongoing PE- not to mention the fact that US is billed separately, and could easily double the patient's cost for a brief office visit.
Plain film x-rays and CT scans expose the patient to ionizing radiation, so that's not a practical option either.
MRI is expensive, time-consuming, and a lot of rural hospitals might not have a machine, or if they do, it's very, very unlikely that they're going to have staff available to operate it 24 hours a day.
All of these tools, including the stethoscope, have their own separate uses and applications- they are not competitors.
Simple tools like stethoscopes are critical to medical care precisely because they are so cheap, easy to use, flexible, reliable, portable, quick to deploy, and give a direct human connection between doctor and patient. Why would you ever want to replace it? Supplement, sure. Improve, absolutely.