Why would they do that?
Political agility requires that they can adapt their messages on-the-fly to whatever their current audience wants to hear.
Vision statements would reduce their political agility, thus they are not used.
It sounds like a good idea (if you are American). The problem is that people disagree in the implementation details.
If you want to hear people have vision statement, you need to listen to speeches made by leaders who know they will likely stay in power (Xi Jinping, Putin, etc). Whether you like the vision or not, their speeches are often based on history and long term vision.
You can also have regular politicians who offer something radically different, they usually resort to vision statements as well.
Bernie Sanders uses some in the US.
You also have Mikheil “Misha” Saakashvili in Georgia who introduced liberalism to Georgia not too late ago.