Being mayor is an utterly thankless job with very little upside. I'm not surprised that big names have stayed far far away.
If you have a good reputation, a stint on the 5th floor will sink it. If you need to build a reputation, it's a terrible place to start. You have to own all of the dysfunction that the city has accumulated over the last century thanks to the machine, but you have very little power to fix anything since growth and tax revenues are anemic. You cannot go onto statewide or national office. Etc etc.
Even Rahm Emanuel, who did a great job as mayor, got sucked down by it and had nowhere to go afterwards except a powerless ambassadorship appointment.
Note this is true of mayors generally, NYC has not had any mayors go on to higher office either in a very long time. But NYC has lots of diverse political factions, and lots of independently wealthy folks who have a Bruce Wayne complex and don't necessarily care about higher office.
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la forme d'une ville change plus vite, hélas! que le coeur d'un mortel...
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