Because that would mean Exalted sorcerers would be out of luck in the future if they ever wanted to bind a Second or Third Circle demon for something, and the Exalted of the First Age didn't consider the Yozis and their souls a threat. At all. Given that this project would by definition have to be undertaken by Exalted sorcerers, who have no serious incentive to do it and some very compelling reasons not to, you can see why it didn't get done.