Your intuition and comparison to flu is correct. The genome of flu is miniscule and yet it mutates enough every year to render prior vaccines and infections less effective. "Cancer" is hundreds or thousands of different diseases with different mutations etc. It will be a marvel when market approval comes for a vaccine that eliminates a single type of cancer (e.g. a melanoma "vaccine"). A universal cancer vaccine will likely never happen. It's like having a single vaccine for every virus and bacteria on the planet.

Internal antigens are certainly investigated but yes, they are harder because they will only be exposed to the immune system in small pieces on MHC class 1 molecules and thus it can be even harder to differentiate tumor from normal. The checkpoint inhibitors enhance the immune system's ability to do this to an extent but they are non-specific boosters of immune function and can result in life-threatening autoimmune disease.