If I had to guess, because they're big, expensive war machines intended for the Blood War and/or other military ventures where things like "subtlety" are no longer a concern. Also, it's a matter of short-term gain vs. long-term gain.
Burn down a village with a Hellfire Engine and you get that village, once, plus the immediate attention of your enemies and anyone/everyone in the region not particularly keen on being rolled over by your Hellfire Engine.
Quietly corrupt a few key nobles and start a few cults in a kingdom, and over the course of generations you could gain a significant percentage of that kingdom without actually destroying it in the process, meaning it will continue to pay off many times over into the future, and can serve as a staging ground for similar operations in neighboring regions.