That's not entirely true. Locomotion is well addressed by RL in sim. It's true that there is still a PD layer, and the RL policy produces setpoints for it.
Data is a problem. LLMs had the advantage of the whole internet to train on. Robots don’t have that corpus of information. And real time learning seems to be something that everyone in AI is studiously ignoring.
Also there’s imitating humans, via a suitable mapping from the human sensor, control and configuration space to the robot’s. Some groups have gathered video and other data from humans doing tasks, for example with a VR headset.