While I certainly can't say that nobody was bothered by such depictions, part of the difference you see is that there is a fundamentally different understanding of storytelling in pre-modern Europe.

Stories were present, living entities. With a predominantly oral and visual society, re-telling a story is fundamentally similar to re-enacting one, or re-present-ing it (see Terry Gunnell's work on performance in medieval Scandinavia for more on this). This can also be seen in the large movement to adapt older stories; The Aeneid was turned into a French lai, the Enead. There is the Alexandreis, a poetic adaptation of the conquests of Alexander the Great. Geoggrey on Monmouth's Historia Regum Brittaniae was translated into an Old Norse saga, because why not. Telling a story for a new audience means putting it into a genre and context that can be easily understood by them. If Alexander is supposed to be normal so that India can be bizarre, putting Alexander in a fundamentally alien time period is counter-productive to the story.

This is doubly true for scripture. Stories from the Bible were meant to entertain and instruct the people who consume the stories. As such, making them familiar and comprehensible means that the moral aspect of it is not blurred by trying to imagine the scene. Now, hearing a story and seeing it were both ways to consume the story. It could be aurally made easier by translations or paraphrases to the vernacular, which happened with sermons long before Wycliff translated the Bible into English. When seeing a story, however, using contemporary fashion with certain signs to identify characters served the same purpose. "These are people who are still here and now guiding you and interceding on your behalf with God. Take heed of what they can teach you" it seems to say.

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Interestingly, this style of updating and adapting continued for a very long time. There's a 19th-century Icelandic manuscript of Njals saga where all the characters are drawn in suits with canes. It's amazing.