I think this is best exemplified by one particular episode of the YouTube "Primitive Technology" series: https://www.youtube.com/watch?v=VVV4xeWBIxE . In this video, the creator builds a forge blower from sticks, leaves, stones, and vines. All materials that would've been available to primitive man 40,000 years (or more) ago...
...but the forge blower wasn't known to human kind until the 1600s! In other words, the creator of the "Primitive Technology" videos was able to build a forge blower because he knew about the concept (and, presumably, the principles of pressure and centrifugal force that make it all work). Those had to be discovered through thousands of years of an arduous process of trial, error, analysis, and teaching.
So, the Einstein of 40,000 years ago likely existed, but he may have only been able to discover and convince others to, say, pre-burn wood to generate charcoal. In terms of an advancement over existing technology, I'd argue such an advance would be even more significant than General Relativity, and yet it's technology that we can run down to the corner store and procure for $5 a bag today.
Crude steam engines were already constructed in the ancient world. From what we know, those people couldn't figure much need for them, beyond spicing up your temple experience with magically moving statues. They lacked both the necessary knowledge to make good use of their invention, as well as an immediate practical use for it.
See Steve Theodore’s answer on Quora for more: https://www.quora.com/Why-didnt-the-industrial-revolution-oc...
There are tons of reasons. Really the past 250 years have been the extreme exception to the more "normal" state - it might be more appropriate to ask what we did in this time that changed things so much
(My current belief is that most of those figures I mentioned, and other famous scientists, weren't that much smarter than average - they were just the first to familiarize themselves with existing knowledge and make the next small step. This explains why so many discoveries were made simultaneously, within months or years, by different people who weren't in contact - it's because when a critical mass of knowledge is accumulated, the next step is obvious for a sufficiently educated/equipped person.)
As for whether we could have had all the inventions add up a little bit quicker - maybe. Politics and economies in the past could look different. If Rome didn't fall, maybe we'd already be colonizing the moons of Saturn. Or maybe we'd only be witnessing the first "horseless carriage" now.
And it takes a long time for writing to catch on — classic network effects. If only a few people can read, it’s not that useful and nobody bothers writing stuff down other than personal notes or business records.