Why have they never worked with De Niro?

Because there has never been a part for DeNiro.

Moreover, the Coen Brothers worked with lesser known actors in their early days and often had characters of Jewish or Nordic origin (not Italian). They do their own thing and don't work in a conventional direction. Their favourites are often unknown character actors while they cast leading men like Clooney in order to give their film's mainstream appeal.

De Niro has played some Jewish guys in the past.
The Coens worked a lot with Italian-Americans like John Turturro, Steve Buscemi, John Polito and James Gandolfini.