They are available as an aftermarket item in the UK. I suppose the reason we don't use them is that the FMEA is a bit tricky - risking an engine boil-up in an effort to save a bit of fuel would not pay off, and anyway all fuel consumption testing is done at higher temperatures, so there would be no showroom benefit.
When I worked on an energy efficient vehicle (BL Technology's ECV3) I designed the flap in the cooling air duct that was used to optimise the airflow, so it has been thought about.
Cheers
Greg Locock