The conflicts in his plays just aren't that profound, you know? Compared to modern "psychological turmoil" it's relatively simplistic, something like Macbeth's "ambition vs morality".
Modern writers pull in more layers of depth, explain the ebbs and flows of motivations and identities through social forces and work more with complex ideas like self-deception and rationalization. Shakespeare's characters are generally reliable narrators in a way that later lit tends not to be.