Actually, a whole lot of recombinant approaches have moved to human trials (along with viral vector approaches). They early ones showed no efficacy; the newer ones we just don't know (yet).
The main benefit of mRNA is iteration: you can try a whole lot of different protein mixes and see what works best in an animal model. A secondary benefit is that the sustained churning out of proteins for a few days seems to generate a much broader antibody response, making getting some of those elusive bnAbs more likely.
A big problem with killed HIV vaccines and purified fragments of HIV is that growing virus in human immune cells is extraordinarily costly, and you really wouldn't want to have some live HIV leak through your purification process. So this is why we're mostly talking about other approaches to make proteins (viral vectors, recombinant DNA in bacteria and other cells, mRNA vaccines, etc)