They did. They made toys with wheels. It's a mystery why they didn't use wheels for other purposes. Maybe they were impractical for use in the jungle generally. Thanks to lidar knowledge of the Mayans is expanding tremendously. Maybe wheeled vehicles will someday be discovered.
I can understand a travois on the prairie. Hugely efficient being pulled by a dog, or whatever, over the grasses. But if you’ve built a road you’d think they would have looked at their toys and said “Hmmmmm”. Even their calendar was a wheel. “It’s a mystery”.
What makes the wheel useful is having domesticated animals that can pull a wagon. They didn’t have horses or oxen.
Two words: No horses
Without draft animals, the wheel is less useful, particularly if you have options that work. Without a need driving change, people will stick with what works.