Why aren't Tony award winners movie stars?
Big difference between TV acting, Movie acting, and Theater acting.
Movies stars are just that, stars. They are all personality and looks. The TV stars you mentioned get plenty of work in movies, as character actors. They aren't leading men/women. They are more talent and less Q factor. Being a movies star is all about Q factor. Just look at Channing Tatum and Megan Fox.
(Hamm is the exception, and that's because he's not that good of a dramatic actor. He'll even admit that. He's great at Don Draper, because it's such a well written role, and he's a natural for it.)