God does show himself, but he does it in different ways with different people. First of all, God showed himself in the person of Jesus Christ long ago. And even then when Jesus, who was God in flesh (John 1:1, 14; Colossians 2:9), walked among people, many denied who he was. So even though God showed himself in the person of Jesus, people wouldn't recognize who he was.
Second, and this is a bit subjective, he shows himself to Christians in ways that Christians understand. Take, for example, how a particular Christian might have a problem with a particular sin and he has been praying about it--asking God to give him strength to resist. Then, inexplicably he might encounter several people in a very short period of time who talk to him about that exact issue. They may not know he has that issue, but they address it very specifically. Is this from God? Why wouldn't it be? Why wouldn't God use such things as a way to reveal his work in the world?
Another way that God reveals himself to us is through the conviction of our heart. Sometimes we might do something that is wrong, and the Lord will very clearly convict us. We experience a certain and profound sense of anguish and guilt about our sin. We then experience the need to confess our sins to God and/or the one against whom we have sinned. Then, only after confession and repentance is the sensation of conviction relieved. This is the work of God inside a person, and it is quite real.