Most every type of play has happened in Super Bowl history. Through 59 Super Bowls, there have been 323+ touchdowns scored on runs, passes, interception returns, kick returns, fumble returns, and blocked punts, but no one has ever returned a punt for a score.
Both Marcus Jones (Patriots) and Rashid Shaheed (Seahawks) each have three career punt return touchdowns, and both were made aware of the stat this week. The odds just haven't worked out over 59 games. As one analyst noted, only about 1 in every 200 punts goes for a touchdown in a given season, and with roughly 7 punts per Super Bowl game, it's statistically not that shocking it hasn't happened yet.
https://www.foxsports.com/stories/nfl/super-bowl-2022-odds-punt-return-touchdown-history-and-lines
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