I'm sure this was largely due to not many people even bothering to try to write such a program.
If Malbolge had as many users as, say, Java, I'm sure a hello world would have been written pretty quickly -- especially if these users were as motivated to write Malbolge programs as they are to write Java programs now.
Not to say that programming in Malbolge is not insanely hard, but I'm not convinced that a more difficult language would be impossible to program in.
Have any legendary programmers like John Carmack, Fabrice Bellard, Ken Thompson, Peter Norvig, Xavier Leroy, or Simon Peyton Jones spent much time trying to come up with Malbolge programs? I doubt it. If they did, would we have had a Malbolge hello world a lot sooner? Almost certainly.
One of the main difficulties of esoteric programming languages is getting people to actually spend any significant amount of time trying to program in them. Most people just don't care. Get them to care and there'll be a lot more programs written in them.