In land data the soil is especially absorptive of shear. Vertical component recorders tend to see P better than S . This is especially so because rays bend toward the vertical in the near surface. Of all the reasons why converted shear waves should be weaker than pressure waves, none is overwhelming. A wide range of amplitudes are recorded in a wide variety of environments.
Weakened amplitude appears to be insufficient cause for the failure of observation.
We should keep looking. Converted waves are certainly more prevalent than our recognition of them.