There is, of course, the 18th hole at Jim Engh's new course at the Reynolds Plantation with three greens. Apparently all three greensites were good, and worthy, and so they all were built.
But the easiest answer to the essential question on this thread "why aren't more of them built" is that golf holes traditionally have one green. There are exceptions, and they're all notable. Golf is a game that tends to cloak itself in tradition. Ergo...
There would have to be either a desire to break with tradition, little interest in complying with tradition, or a more practical, need-based reason. I'm sure that all the golden age architects were able to process the notion that additional greens would provide additional strategic interest, etc., but it's not something that they typically chose to do.