This is an excellent question, one I've wondered about myself. Showing a short before the feature would also add extra value to the high ticket price (or "perceived" high price, I should say). You could even advertise as such. There would be a little effort on the exhibitors in attempting to match the short style to the feature (you wouldn't want to show a dramatic love story short in front of 'Cars', for instance).
I don't know about distribution policies, but Pixar shows hilarious short animations now before every film... every PIXAR film, of course. But that at least tells me that there is a general interest by the viewers to see shorts.
In Steve's case, for myself, I would love to see "How To Disappear Completely", but it appears there are only a handful of festivals in the US throughout the year. Surely there isn't a lot of money in the budget for much advertising or additional distribution channels.
I think the interest is there for exhibitors, but it is possible that some lame distribution policy might be the culprit. You would think that if a person owns a theater themselves, they could show whatever they want.
I would love to hear more information about this from the old-timers here.