Somewhere or wheres, there has to be a couple boxes of hard drives that could burn the world down if they ever came to light. Although I may be being optimistic; the Panama Papers never amounted to anything.
Also, if Epstein was indeed an intelligence agency cutout then he was surely watched very closely at all times, so there might not have been an opening for him to set one up (or he might have been told in no uncertain terms what would happen if he tried). Or (most likely of all IMO) after the sweetheart 2008 deal he simply thought he was untouchable and above the law, so why would he need to take precautions against being assassinated?
To that particular person. Being personally shameless with corrupt friends does have a way of making one immune to many kinds of blackmail. That doesn't mean there aren't a lot of people who have more shame and better friends that can still be controlled via threats of blackmail.
The egotistical usually like it even less. To plan for a dead mans switch, means staring down the abyss that is your own mortality.
I figure for many of these people it's very much out of their character to do so.