Because only one in millions of individuals ever gets fossilized, and only one in millions of those is ever discovered.
Quite likely the ape-prototype wasn't around long before it speciated to better fit its new environment. New environmental conditions send evolution into overdrive.
As Polymath said, fossilization is a rare event. There are always gaps in the fossil record, and when an intermediate species
is found you generally get two more gaps.
We're slowly filling in the picture, but don't expect all the fossils to be discovered next week, and don't expect a complete record -- ever.
I daresay it would take less time than that under the right conditions.
Belyaev's foxes turned into virtual dogs in just 15 generations -- albeit with some human selection. Now they're being marketed as fox-dogs:
Meet Your New Pet, A Domesticated Fox thhttps://
www.fastcompany.com/3037451/meet-your-new-pet-a-domesticated-foxere