It's not that Hollywood isn't trying to get him. They have been. But DY's picky about his projects. That's why he started directing and producing his own movies. Most of his early US films, he wasn't originally intended to star in. At that time he was mostly working behind the camera doing action design. Del Toro hired him to be the action designer for Blade II and then at the last minute asked if he wanted to be part of the Blood Pack. For Highlander, again he was only hired to be the action designer but when it came to the big fight scene he's in, he realized the actors and stuntmen couldn't get the timing and rhythm down so he did it himself. There's an interview where he talks about it, he says he wasn't even in shape but none of them knew the HK style of action so rather than waste time doing take after take, he just jumped in to do it.

Rogue One and Mulan was for his kids. XXX, IIRC, he's friends with several of the other actors and agreed to do it for fun.

He's not like Jackie Chan. He doesn't really have a desire to be famous in the US. He just wants to work on projects where he can keep evolving the action design (which isn't really possible in the US - he won't have the freedom to do certain things like he does in HK). And if you follow his work, you can see how he keeps pushing the envelope on choreography.