Hmmm...hasn't changed much in 360,000,000 years. So, why not? Did all the random mutations just never find themselves in a favorable environment to be selected? I don't get it.
Don't ask questions, just play along.
Two comments:
First, it's misleading to say that the lampreys "haven't evolved". Some of their descendants have a very similar shape to their remote ancestors, that's all you can say. Those descendants may well have changed in many ways that aren't reflected in their morphology, but morphology is all that the fossil record preserves.
Second, if the shape of the lamprey is sufficiently well suited for its ecological niche, evolution will necessarily act to preserve that shape. Lampreys are born all the time with a slightly different shape, but as that shape is less well suited for the niche, those "hopeful monsters" will be weeded out over time.
It really is simple, and almost obvious, if you think about it.