Probably because they're nocturnal, for the most part.
We live in a city in Florida, a residential neighborhood, but very near a nature preserve type park.
I've seen armadillo, opposum, and racoons all wander through my yard (even had a gator in the backyard once, LOL).
Only once or twice have I ever seen one in the daytime.
I live within a mile of the Capitol, so I am really in an urban neighborhood - but the neighborhood has lots of trees and is bordered by a huge park. We have a gazillion squirrels, raccoons, possums, occasionally a rabbit, and a few summers ago a black bear wandered through. I would like to see a living armadillo at some point - but not in my yard.