Sure they do - but they tend to declare abstract "states of war" without a stated goal or timeline. Like the State of Israel, for example, on Oct 8.
An interesting example is the U.S. which has been in a "state of war" (official term is "period of hostility") since 2001, a.k.a. "War on Terrorism" — and it still is! Which, by the way, gives a nice bonus of immediate citizenship for signing up for the military, without the need to wait for 5 years.