Cause they aren't trying to make it seem like that gimmick is real. The gimmick is more a lifestyle like the image of a musician (unless you're Prince) I don't know why Abadon, didn't work. I have a soft spot in my heart just for the name Abadon (video game character that was never released) I wanted to see more of her, but like you have said that woman's division is SUPER green and for whatever reason she wasn't on TV again. Also women wrestlers aren't going to get that level of "disbelief" from the public that men are. You add that to how green she was, it was gonna go nowhere.
And lets not act like WWE doesn't cart Boogeyman out once a year to fill his mouth full of worms and hit himself over the head with an alarm clock. Or how Finn could transform into "The Demon", Bray and the Demon Kid. Sometimes somethings stick for WHATEVER reason, other times... not so much!
And let's not forget that Papa Shango was voted one of the worst gimmicks of all-time. But lord forbid AEW tries to get one supernatural character over and she didn't end up being Taker after one TV feud.