Have we tried though? How about the old-fashioned techniques of "culture a load of the virus, then either cook it or put it in a nuclear reactor for a bit to kill it, and then inject it into people"?
Yes a lot of effort has gone into developing treatments. The term vaccine is often used in the press to refer to all sorts of different treatments, such as anti-viral drugs. Actual vaccines are tricky, we know a lot about influenzas for example and have a wide variety of the viruses to study and experiment with and understand how to develop vaccines against new strains pretty quickly. There has never been a successful vaccine against Coronavirus family viruses though, they seem a lot harder to target effectively.
We had candidates for SARS but it was contained before trials began.
Coronavirus is generally too mild and there are too many varieties to worry about developing vaccines for them. It's not that they are particularly hard to develop a vaccine for.