Before we go any further, I'm pretty sure this:
FAT32 still is the stock format for most android and OSX devices
is just not true. It may be true of android, but I'm pretty sure that any system running OSX need to have HFS+ as the root file system, and I'm pretty sure that ios devices use HFS+ as well.
Filesystems are hard.
If you make a good one, with a lot of nice features, like journaling, and you want people to actually use it, you need it to have OS support. But if you help people write OS support for it, you might be worried that they'll learn enough about your filesystem to steal you special sauce or whatever. So in practice, several of the most well-known filesystems come from OS distributors. Microsoft sells Windows, which is designed to run on an NTFS filesystem. Apple sells hardware that runs OSX, which is designed to only run on an HFS+ filesystem. In both cases, the proprietary OS and the proprietary filesystem work together to shield each other. As a result, no one distributing a proprietary OS has any particular motivation to support other modern filesystems.
There are excellent open filesystems. XFS, ext3/4, JFS, etc. Linux and BSD based OS's use them. And through user-space drivers, many linux distros are able to read and write to NTFS and HFS+ filesystems (with some caveats).
There are even more intense filesystems, like BTRFS and ZFS, which unlike NTFS and HFS+, which sort of bear the evolutionary marks of lowly origins, have been designed top-down to bring all sorts of modern tools to the party. They can roll-up all of the duties of a filesystem, a logical volume manager, and a raid controller. They allow a number of powerful tools like snapshots, transparent compression and encryption, etc.
Anyway, all of this to say:
It's been how many years with the same format, why no change? I can't think of many other standards that have gone unchanged as long as this.
There have been changes. Many changes. There are LOTS of filesystems out there, but FAT32 has remained a useful option because it's an open standard, that is easy to implement support for in an OS (largely because it doesn't do a whole lot). If you need a portable storage system like an SD card, that will have to be reliably read/written to/from on a number of different OS's systems, it can fill that void without too much work.