After the St Louis Rams worst ever season for a long time, why have they still got the same coach?

Coaches, like players, cost money.

The better the coach, the higher the salary. But if the team sucks, they won’t get as much money in from endorsements and ads, so they can’t afford better players or better coaches. Also, if the team can’t afford good players, they can’t attract a good coach. Most coaches want to work with talent. Like most states of mediocrity, it is self-perpetuating.