Because this was well known to statisticians long before Taleb talked about it?

That would be my suspicion as to why it isn't there.

Quite plausible. Extreme Value theory [1] appears to have been codified by the 1960s, and one of the main theorems is credited “to Fréchet (1927), Ronald Fisher and Leonard Henry Caleb Tippett (1928), Mises (1936) and Gnedenko (1943)” [2]. ETA: And the second theorem of Extreme Value Analysis is from the mid 1970s. [3]

1. https://en.wikipedia.org/wiki/Extreme_value_theory

2. https://en.wikipedia.org/wiki/Fisher–Tippett–Gnedenko_theore...

3. https://en.wikipedia.org/wiki/Pickands–Balkema–De_Haan_theor...

My stats training was in the 90s and we absolutely covered leptokurtic things.

The book by Leadbetter, Lindgren and Rootzen is good too if a bit dated.

This is subsumed in the robust estimation section.