I can't imagine intelligence agencies/DoD not doing this with their gargantuan black budgets, if it's relevant to a specific target. They already contract with private research centers to develop exploits, and it's not like they're gonna run short on cash
If that were the case, we'd routinely see mysterious XSS exploits on social networks. The underlying bugs are almost always difficult to target! And yet we do not.
The biggest problem, again, is that the vulnerabilities disappear instantaneously when the vendors learn about them; in fact, they disappear in epsilon time once the vulnerabilities are used, which is not how e.g. a mobile browser drive-by works.