It's not so easy to detect a steganographic message in a photo, soundfile or video, it's only detectable with specific apps. But the main reason is that goverments and security services first need a suspicion that these cute catphoto or an selfi of this guy in a beach is an secret message to make this analyse, much more likely to be suspicious of an encrypted message not feddable. This is surely more interesting to perform an in -depth analysis, instead of wasting time with thousands of vacations, selfies and kitten photos or analyzing the sound archive of your son playing Happy Birthday on his flute.