Orbiters are expensive, and the further away its target is, the more expensive it gets.
- you want a high transit speed, to get there in a reasonable time
- then you need to brake to get into orbit, this takes lots of fuel (more fuel due to the high transit speed)
- because of the long mission duration, personnel cost is high
- for the outer planets, solar panels don't generate enough power, so you need a radiothermal generator (RTG).
RTGs use Pu-238 as a heat source. Pu-238 is rare and radioactive, so RTGs are very expensive and only available in small numbers. Production of Pu-238 for RTGs has been restarted, but volume will be low: 1.5 kg/year starting in 2019. The New Horizons RTG contains 11 kg of plutonium and produced ~300 W at mission start. At that speed, 2 large probes or 3-4 smaller ones are all you can provide in a decade.
With current rockets, an orbiter to Mars is doable. For planets further out, you quickly run into mass constraints. Cassini required the largest rocket available at the time.
With aerobraking, you need less fuel, but that technique is still experimental, making it less likely to be used on a flagship-class mission. And it's a risky technique to use for capturing a spacecraft into orbit: you only get one shot that has to be just right. Too little braking and you don't achieve orbit but keep going, too much braking and you burn up. Aerobraking depends on detailed knowledge of the atmosphere (and its variability), and we just don't have enough of that for Uranus or Neptune.
Orbiter missions to Uranus and Neptune are being considered (this thread gives lots of detail on tradeoffs, probe size calculations etc.), but they have to compete with other scientific missions. You can only do so much on a given budget.
The selection process for science mission also plays a role, I suspect. Because we've had several missions to Mars already, there is a large, active and experienced community of Mars scientists who can propose new missions with a degree of certainty. For Uranus and Neptune, we have far less data, and a much smaller scientific community with less experience running missions. So during every mission selection process you see lots of focused mission proposals with a high degree of budgetary confidence from the Mars community and one proposal with lots of uncertainty from the Uranus/Neptune community.
This question about an orbiter for Pluto goes into more detail, including calculations on how large the spacecraft would need to be.
Regarding "loads of orbiters":
- Mercury: 3 orbiters
- Venus: 5
- Mars: 14
- Jupiter: 2
- Saturn: 1
These numbers also give a rough indication of the combination of how expensive a mission is (more expensive/difficult=fewer missions) + how interesting the target is (chance of detecting life = more missions).