I think it is worth remembering that Buddhism is very old and between the time when Buddhism flourished and today a lot has happened in the world, one of the main events being the appearance of Jesus Christ. Rudolf Steiner, founder of Anthroposophy, said that it affected all the human beings constitutionally and is linked to the development of the Self/ I-consciousness. So it would be logical that at the time of Buddhism people didn´t consider the Higher Self because it didn´t exist or at least wasn´t developed so much as today.
I think it is obvious that how humanity experiences and connects to a "spiritual world" changes a lot over time.