Who says that they don't use PLCs in the electric power industry?
Aboout a year and a half ago I was on a startup of a new coal-fired power plant. The technology - DCS and PLCs.
My old company used to sell their own brand of PLC for monitoring/control of substations (
http://www.tasnet.com/ - I think that they're defunct now. If anyone has any dealings with them, tell them that they owe me money).
At a chiller plant for a university that I put in four years ago, the switchgear was controlled by a GE PLC.
A decade ago, I actually had to deliver a PDP-11 to a nuke plant, because that was what they used to control things, and it had been validated, and so that was what they had to use. OK, a PDP-11 isn't exactly a PLC (more like a vintage XT IBM PC, about the size of desk. I think today you can buy a wristwatch with more computing power. I have no idea where we dug that beast up.). But when the place was built, PLC's weren't even a glimmer in Dick Morley's eye yet.
And that's the other answer - time (along with money). Most of the electrical infrastructure was built pre-PLC. It works (except for an incident in the northeast this past summer) and hasn't NEEDed changing.
But that goes back to what Ron and 'cousin' John said, "If it ain't broke, don't fix it".