If allegory brings such a message to the story, then why is it hardly ever used?

Allegory is not often a writer's first choice for at least a few reasons. It is difficult to write a sustained allegory, and allegories run the risk of a message being misunderstood or missed completely. 

An allegory does not simply bring a message to a story; it is the story. In a true allegory, the characters, the events, and the setting have meaning, and they must all operate consistently within the framework of the literal level of the story.  You cannot have an allegory if one character represents one thing and another character is just his literal self.  Everything in the story must combine to work at the literal level and at the allegorical level. In Animal Farm (Orwell), for example, the animals must all stay "in character" as animals and yet convey the message of the allegory. So, you can see that this can be an exhausting and difficult endeavor.  Many writers who have powerful messages to share can share them without all of this hard work!

Allegories can be misunderstood or the reader might be completely unaware there is a message. I can provide an example of this.  The Lion, the Witch, and the Wardrobe is an allegory. I read this when I was perhaps ten or eleven years old, which is probably not atypical.  Being a Jewish child, I had not a clue that this was a Christian allegory, and I would guess there are plenty of Christian children who read it who did not know this either. It was not until many years later that I came to realize that this was an allegory, at which point I did read it again and enjoyed the story at that level, too. However, the fact remains that there are probably many people who have no idea of the allegorical nature of the story.  C. S. Lewis wrote many other books on Christian theology, possibly because he was unable to communicate his messages through his allegories. 

As I am writing this, one other thought occurs to me, which is that allegories seem like a somewhat old-fashioned means of writing.  I would guess that many more allegories were written in days past than in days present.  I don't know if writers are too impatient or readers are too impatient, perhaps both, but messages seem to be conveyed more through other means today.

Imagine yourself sustaining an allegory over a few hundred pages. It is so difficult to do.  And then imagine that your readers do not even understand that you have written an allegory in the first place. I suspect the modern writer uses other ways of getting a message across!