Why doesn't F-15 have a protruded cone at its rear like what the Su-35 has?
As @RalphJ notes, it is not required. It is a design choice based on various considerations. The 'cone' in the Su-35 houses the RWR and the drogue chute. In case of F-15, however, the drogue chute is not used and the RWR antennae are located elsewhere (in the wing and vertical tail tips, to be exact).

The image below from a BAE systems document shows the integration of AN/ALR-56C Radar Warning Recievers in the F-15 A/E aircraft.



Integration of AN/ALR-56C Radar Warning Receivers on F-15; image from BAE systems