The latest I can think of is Space Empires 4x (2011). I agree, I wish it weren't the case but fantasy and sci-fi wargames seem to be going the way of the shag carpeting.
I think that the simplest reason for this is that people interested in consims aren't necessarily as interested in fantasy and sci-fi.I think that the publishers (past and present) know the market and if there was one for these type of games we'd see them.
Twilight Imperium is an interesting example as it is quite complex (nothing like the Next War series) but it is, I think, primarily a social game.
Wargaming's relationship with science fiction and fantasy has always been kind of iffy. More than a few wargamers exclude SF&F from "wargames" explicitly, others look at mechanisms and such and exclude not only a lot of historical games but also (and in fact rather preferentially) SF&F because they tend to be different and weird. And, of course, they're
not serious. You'll never find them played in the Pentagon. (Which is kind of weird, since most of the professional games I've seen are also not wargames. I'm not clear on how that works.) It's not surprising that designers and publishers have gotten rather leery of them.
(Anyone remember in the '80s when SF&F were a staple of magazine games and small ziplock-bag games? Sure, a big part of that was the lower research requirements.
But then a fair number won various wargamey awards, possibly because of their difference and weirdness, even though they really
weren't wargames. (It's ok, I've been told I'm not a wargamer several times for several reasons, so I can say that.) And, of course, they introduced a lot of people to something that sort of looks enough like the hobby that they went on to become real wargamers.)
[Note: before you go further, make sure you've taken your blood pressure medication and have a nice cup of chamomile tea. In fact, I'd recommend nobody read further at all.]Root. Roooot. R't. Root?
Rather it was [Twilight Struggle's] approach to conflict simulation that was radically different from what had come before. I, in my narrow world view, do not regard it as a wargame. The world clearly does and it ushered in a new vision of possibilities for the form — not all of which I care for. In a few years’ time, I could see see Undaunted in this slot. Today, however, it belongs to TS.
Or perhaps Memoir '44?
Anyway, there is that big, invisible, grimdark elephant in the room. You know the one; it's fantasy and/or science fiction. Probably both. It at least looks an awful lot like a wargameishy thing. It's been in existence since the 1980s. And the revenue on its income statement has an awful lot of digits to the left of the decimal point. And it will show up on exactly 0 of these sorts of lists.