Shortwave DX relies on ionospheric propagation. Solar particles cause ionization of the upper atmosphere, which becomes mostly opaque to shortwave frequencies. Activity on the surface of the sun follows a roughly 11-year cycle, with alternating periods of high and low activity. We're currently approaching the low point of that cycle, but the most recent cycle offered unusually poor propagation conditions.
There has been an overall reduction in shortwave broadcasting, but there's still plenty of activity in Africa and South-East Asia. You're not hearing it because it's all drifting off into space rather than ricocheting around inside the atmosphere.