There are two answers to this. The shoot answer is: there are Mongols in these places, but just mixed in, both genetically and culturally.

The longer answer relates to ethnic and cultural transformation as a result of conquest. Your question is better understood as why the massive expansion of the Mongols didn't create a recognisable Mongol identity in the lands they conquered, as something like European colonisation of the Americas or Arab conquests of North Africa etc. did.

I wrote another example on the success of Turco-Mongol conquests which provides some context for my answers, but largely it's because of how they conquered.

The Mongolians specifically did not conquer distant lands as a steady flow of migrations, but rather as an explosion of a mobile and militarily superior strike force. Much of the political structures at the time consisted of military elites extracting tax from peasants and pastoralists; the Mongols, in many cases, simply replaced these elites in their conquests. They left many patterns of taxation and many administrative structures in place, not interacting too closely with the broader population.

Look, in contrast, to Turkic conquests. They held many of the same advantages as the Mongols, and indeed in many cases had the same methods and results as the Mongols, but in certain cases their conquests were couples with a steady flow of migration, meaning that Central Asia, Iran, North India, the Northern Pontic Steppe and Anatolia all have significant Turkic influence in their culture and genetic makeup. In some of these places the advent of nationalism has led to the erasure of this influence (Russia, India, Iran are examples) but from food to music to language, it is still visible.

The Mongols, on the other hand, succeeded more through uniting with other steppe nomads, many of them Turkic, and as a result did not themselves have as heavy a flow of strictly Mongol migration following their conquests. In fact, Mongol conquests drove both migration and flight by Turcoman tribes in Transoxiana and Khorasan, leading to the further Turkification of lands around.

So, TL;DR: Mongols took out the head but not much else, their place in changing the rest of society was taken up by Turks who allied with or fled from them.