Because Lincoln, Garfield, and McKinley were all shot at close range, and a lot of previous attempts against other Presidents were also close range shootings or at the very least would have put the would-be assassin within short distance of the President; no one considered Snipers a possibility because no one expected it, because there was no precedent. It was expected that people who kill Presidents did it up close, not from far away.
Additionally, a sniper is someone who is highly skilled at using a long range rifle, which would indicate previous training with one, be it in the Military or Hunting. Whilst any yahoo can buy a handgun and shoot someone- such as Giuseppe Zangara and Sirhan Sirhan- it takes training to kill someone with a rifle, hence their rarity and, until JFK, them being relatively unheard of.
Lee Harvey Oswald was a former Marine Sniper who had previously attempted another assassination. James Earl Ray was a former Soldier who served in Germany at the end of the Second World War. Both men had sufficient training to be able to attempt an assassination with a rifle, whilst people such as Charles J. Guiteau, a Lawyer/Preacher/Writer, and Leon Czolgosz, a steel worker, simply bought a pistol with little experience before hand regarding firearms.
Additionally, we haven't seen any since JFK due to the heightened security to ward off potential assassins. The fact the White House has Secret Service Snipers on its roof should be obvious enough already.