Asside from maybe being some regulation, I also just don't think most Broadway houses lend to that sort of thing, most being along a narrow street so you don;t really get to see them at a good distance to need a splashy marquis. That being said, some have had various gimmics over the years.
Into the Woods had that big inflatable foot
Grease was painted pink
Priscilla tried the shoe I think
Hairspray had a spray bottle (but it was tiny)
Les Mis at the Broadhurst had a nice set-up also
I just don;t think the broadway houses really need all that, and I love how 44th st looks
In contrast, some of the London houses are very underwhelming too, look at Phantom at Her Majesty's, from a distance you might not even realise that was a theatre
http://www.flickr.com/photos/27199361@N08/ Phantom at the Royal Empire Theatre