It would be more accurate so say that they've resisted looking for one. And even that's a bit unfair, since doing proper experiments (with basic features like a control group, never mind replication or blinding) in sociology, economics, or political 'science' is somewhere between crushingly expensive and outright impossible.
The increasing specialisation both between and within academic domains, grants-making processes, various forms of gatekeeping and academic jealousies, all contribute to this.
The capitalist-communist antipathy throughout much of the 20th century also created major impediments, on both sides. Each camp was highly ideologically motivated, each used a consolidation of political power to drive academic policy and practice, and each side tended to both cultivate groupthink around certain concepts and mark others as taboo.
The Soviet Bloc notably preempted explorations in biology. The Western states greatly suppressed anything remotely touching on Marxist concepts (of which there is both bad and good). There were some shared areas of neglect (notably environmental concerns) and of focus (nuclear energy, weapons, jet propulsion, and space flight).
The interactions of power, ideology, and academic interests is ... pretty fascinating of itself.
