The maps are randomly generated, so there is an element of luck to it. Maybe they are more rare in your seed?

You could try putting your seed into the map generator[valheim-map.world] and click "Show Frost Caves", to see where they are, if you want to verify locations. The generator would assume a completely unexplored map though, so not all locations you see there would necessarily have a cave, if that area had been explored before caves were released.