I listen to a lot of world radio and short wave is very vulnerable to ionospheric disturbances, solar activity, jamming (both natural and man-made) and a host of other disruptions. Many bands are intermittent or even time-dependent and can only be listened to at certain times of night. During daylight hours, few bands are active.

There are also certain geographical limitations, many stations transmit at specific times and directions to service specific target audiences. For example, Deutsche Welle may broadcast in Spanish at midnight to Caribbean listeners, (from relay transmitters in Africa and Asia) but folks in Canada may never get the signal;, unless really freak conditions intervene. And of course, the big, powerful transmitters attract a lot of attention from hobbyists and will be carefully monitored.

Radio enthusiasts use elaborate antennas and sensitive receivers, plus a lot of know-how, to pull these guys in, but that kind of gear is not easy to hide or transport.
SW just doesn't seem practical as a medium to send spies their instructions when more dependable and discreet alternatives are available.

Lately, there's been a lot less interesting stuff on SW. I used to enjoy Soviet propaganda and BBC World Service, but more and more all you hear any more are fundamentalist Protestant Christian preachers bombarding South America with Jesus.