A few Panasonic cameras actually do have wider sensors to match 16:9. However, this hasn't really catapulted these models to success, or caused a lot of other camera makers to follow. If this were important in the market, you'd think that it would, just like the launch of the Sigma DP1 paved the way for a new class of large sensor, fixed lens compact cameras.

So, why not?

Chiefly, I think they are:

1. People still do print, and think of photographs in terms of traditional prints.
2. People who share photos online are often sharing them in the context of being embedded in some social media site or blog, with surrounding elements and not necessarily full screen. On my desktop or laptop screen, I'm looking at these in a browser window which isn't stretched to monitor width (because a wide web browser makes it slow to read text which isn't in columns), and on my phone I'm generally looking in portrait mode.
3. 16:9 may match most monitors and TVs right now, but it's kind of an awkward compromise format. Specifically, it's a compromise between the traditional "acadamy ratio of 4:3 and modern anamorphic widescreen for movies. For photography, even as digital device usage shifts the way we view photos, it's not really particularly great. In fact, the trend (possibly started by Instagram, but there's more to it than that) is for mobile to encourage square format, not widescreen.
4. Continuing that thought but from a different direction: photography has a different history than cinema, and its most direct ancestor is painting. An analysis of paintings of the canonical masters of that art shows a tendency towards almost-square formats around 5:4. Why would we discard that legacy just because the needs of TV take consumer electronics wide-screen?
5. If the sensor is 16:9, that's better for wide angle landscape view, but horribly narrow for portrait view.
6. A wide format sensor would record more from the edges of the image circle, where image quality is generally lower. This would force larger and more expensive lenses if you want the extra width to be actually useful.
7. Last but certainly not least: most cameras provide a mode to crop to 16:9 in-camera. This is sightly "wasteful", both in terms of lost pixels at the top and bottom and because wide-format sensors could be slightly wider, but it's only by a few percent, and given the other things, not worth it.

There may be other reasons, but overall I think people just don't see it as important.