Why don't they make an image of the black hole in the M33 galaxy?
M33 does not appear to contain a supermassive black hole: in fact there's no evidence that it contains a central black hole at all. The upper limit on the mass of a central black hole based on the dynamics of the core region is a few thousand solar masses.

Merritt et al. (2001) "No Supermassive Black Hole in M33?" derive an upper limit of 3000 solar masses on a central compact object in M33, noting that this is still consistent with the M-σ relationship between the mass of a supermassive black hole and the velocity dispersion in the stellar bulge, using which they obtain a predicted mass of 2600–26300 solar masses.

Gebhardt et al. (2001) "M33: A Galaxy with No Supermassive Black Hole" obtain an even smaller upper limit on the mass of a black hole of only 1500 solar masses (their best fit mass is zero, i.e. no central black hole), which they state is significantly lower than the predicted mass from the M-σ relationship.