Right now SpaceX is the only company that recovers their orbital class booster. And that didn't happen until 2016! Prior to that, everyone dismissed landing rockets as impossible. Given the lack of competition for launch vehicles + the fat defense contracts being awarded, there wasn't much incentive for the incumbents to even try to bring the cost down.
Designing a rocket that can land and be reflow is a multiyear process. As other comments have said, more design changes would been needed to F9 to make it more reusable, those changes have tradeoffs. Instead, SpaceX chose to invest in a new design and more capable vehicle.
Other launch providers like RocketLab and Blue Origin are pursuing reusable vehicles.
"Why has no one done it?" give it time... it will happen sooner than we probably expect.
Also, you’d have to redesign F9 somewhat. Starship has the fairing integrated with the upper stage, which reduces recovery costs. Starship’s booster also does Return To Launch Site nominally, which means you don’t need a separate recovery droneship (Falcon 9 does that, too, but to make the most out of every expended upper stage, it makes sense to use down-range recovery). The F9 legs are sort of complicated logistically whereas Super Heavy is supposed to be recovered by the actual launch site, reducing turnaround time and costs. Also, using methane means less coking in the engines, which reduces turnaround costs and maintenance. Lots of things like that you’d need to reengineer to enable $1 million launch costs, but it’s feasible for an MLV. Relativity is planning to do it.
Seemingly, SpaceX is the current best in the world and they couldn’t do it.