It has been tried. Lenat's Automated Mathematician, for example. The problem is that the system succumbs to combinatorial explosion, not knowing which directions are interesting/promising/productive. LLMs seem to pick up some kind of intuition from the data they are fed. The generated data might not have the needed "human touch" or whatever it is.

It might just be that we didn't have enough compute till now. StockFish definitely has superior intuition