They did. Your whole question is wrong.

I would point to Kerma/Meroe/Nubia on the nile valley as one example.

You did mention the Kingdom of Aksum in what is now Eritrea and Ethiopia as another example. I disagree with your statement "because of its deep contact with Egypt." Excavations of temple complexes show influence of South Arabian pantheon in the religious arena.

For one more example, I'd point to Jenne-Jeno, an ancient city on the middle Niger river, whose earliest phase of settlement dates between 200 B.C and 500 AD. It's quite likely Gao or other cities on the middle niger have their origins in the same time period, but comprehensive archaeological digs have not been conducted as they have for Jenne. I should also point out that although the Ghana empire is usually talked about as one of the medieval empires of west Africa, it is believed that the origins of the empire go back to circa 200 AD. It is discussed as a medieval empire mostly because it is only described in written accounts once Arab travel writers mention it around 1000 Ad.

I would also mention the Periplus of the Erythraean Sea, a document written in Greek in Roman Egypt in the 1st century AD. The Periplus describes trade routes and cities in the Red Sea and Indian ocean, and among the places named on the coast of East Africa are the cities of Rhapta, Oponi, Sarapion, Nikon. Now, I will concede that archaeologists don't know the locations of these cities, and so can't say how large they were or what they looked like. However, Felix Chami has found roman trade beads in the Rufiji delta in Tanzania, which lends credence to the basic notion that the Romans were trading in this region.^1

Back to archaeology, there has been some interesting research done in the 1990s and 2000s on the Gajiganna compex in northeastern Nigeria on the shores of lake Chad. Digs at Gajiganna and Zilum point to "proto-urban" settlements around 800 BC.^2

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So, the next question should be "well, why haven't people heard of these civilizations?"

One aspect of the answer has to be writing. Aksum and Kerma/Nubia did have writing, and the Ghana Empire was written about after 1000 Ad. However, the other examples I mentioned did not have their own writing systems, and so we lack written sources to analyze.

Lacking written sources, the information that we have is gathered through archaeology. Archaeology can tell us some things, like what foods they used, how much social differentiation there was into classes, where craftsmen lived, etc. But, there are some questions that are very hard to answer without oral traditions or written records, including specific information about the forms of government, or kings lists, or diplomacy.

So, with some blank spots in our information, it is much harder to write a coherent narrative about these civilizations.

The second issue is that there are a very small number of Africanist historians, anthropologists and archaeologists working on these topics, and unfortunately the work they write is written mostly for fellow experts, and not with the public in mind.

A third issue is that Africa usually gets short shrift in school history curriculae. Attention is paid to Rome, England, etc because they are understood as foundational to modern American forms of government, notions of liberty, ideas of property, etc. In contrast, folks often assume that there isn't any history in Africa to be learned (not true!). Unfortunately, Africanist scholars haven't been doing a great job of lobbying for more African history in middle and high school curriculae, or explaining why these cultures matter.

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Sources

1"Roman Beads from the Rufiji Delta, Tanzania: First Incontrovertible Archaeological Link with the Periplus" Felix A. Chami Current Anthropology 1999 40:2, 237-242

2 "New evidensce of proto-urban settlements in the Lake Chad area" by Carlos magnavita and Sonja Magnavita in Nyame Akuma no 55 (june 2001) pp 46-50