Why are there no power JFETs?

To control an N channel JFET you need to take the gate negative with respect to the source and this is useful in a lot of signal applications but not very convenient in power applications: -

Picture taken from here.

So with gate-source at 0 volts you get full conduction and, with gate going negative with respect to the source you control the drain current.

Nobody really likes to do that in power applications because it means having a negative power rail and this is inconvenient. However, there are a few power MOSFETs with this type of characteristic - look up depletion mode MOSFETs. These would be preferred to JFETs in power applications hence why bother designing a power JFET?