The reasons for this are simple, but unfortunate: these characters are not part of a universe where there's a God who intervenes in human events. Going there in a narrative sense is icky. It gets into religion, and who wants to get involved in that? Too often religion is equated with judgment (as though using one's intellect and ethics to determine what's proper from what isn't is a bad thing), and we can't have judgment in our fiction. We can't have a supreme moral arbiter, especially when that hot angel over there is about to knock boots with the wisecracking-but-gold-hearted cambion detective protagonist. It spoils the fantasy.
One of my most favorite parts of F. Paul Wilson's novel The Keep was when the scholar character talks with the vampire Molasar and learns that the crosses embedded into the eponymous keep are part of what is imprisoning him. The cross is indeed a symbol of power and that, as a Jew, the scholar has had it all wrong: Jesus Christ was the Messiah. He found this to be deeply disturbing news, as would any Jewish person (including myself). Later on, we learn that it's not a cross, but the figure of a sword hilt, but the crisis was still very poignant and meaningful. Today's vampires aren't forced back by crosses and holy water; to have that, you'd have to include the whole raft of Judeo-Christian mythology. Because we've lost our sense of proportion, it would be considered proselytizing, and that's just evil. It wasn't long ago that Fright Night came out, and with it a vampire that suffered injury from symbols of holiness (the way vampires used to). Before that, we had The Exorcist, where Catholic priests were the good guys who used the power of God to exorcize a demon. Try to find a sympathetic portrayal of a priest in mainstream television, literature, or cinema these days, where it's still considered brave to create a priest character who molests children or does something equally horrible.
In Supernatural, mumbled pseudo-Latin and nonsense-inscribed pentagrams are sufficient to exorcize or trap most demons, and the angels, as charming as some can be, are no different morally than the inhabitants of the infernal realms. What's interesting in the Supernatural universe is that demonic possession can be cured through the use of sanctified blood, and holy water burns the possessed. In an early scene in the episode Soul Survivor, we even see a Catholic priest, rosary and all, blessing bags of blood at a blood bank. Where did he get the power to sanctify the blood? It's never explored. They have to gloss over it. If angels can't bless things, how can priests do it? Got me. Ask the writers.
Modern media's deliberate avoidance, if not outright shunning of Judeo-Christian ethics as expressed in the Bible has altered the landscape of horror, shifting its moral center to nihilism. Torture porn like the Hostel series, ultra-violent mumblegore like You're Next, dystopian zombie melodramas like The Walking Dead, and any of the ghost stories produced in the last fifteen years prove this out. Ethics are derived from expediency, with no ultimate moral arbiter.
Horror's big enough to contain all these things and still scare you, and you don't need the God of the Bible to tell you right from wrong. Nevertheless, what we're seeing is the horror genre reflecting today's cultural norms in ways that, it can be argued, dilute its unique power. If vampires, angels, and demons are just more powerful humans, why not make them aliens instead? Or X-Men?
