Why don't we use analog remote mics?
All remote microphones sends digital samples over the ether.


That's plain wrong. Most wireless microphones you'll find these days are still analog, so nothing to answer here; aside from you totally getting the three points wrong, too:


  Simpler (only an AM/FM modulator/demodulator required)


Good analog reception/transmission needs good conditions; it's, today, probably harder to build a really good FM microphone than it would be to digitally transmit.


  Cheaper (no high performance AD/DA required) (Most mixers are analogue so DA is required too)


A DAC is not required, that's not how LOs are generated. 

Hell, you'll find that even the cheapest walkie-talkie handsets are based on digital chips (which sample a bad-quality audio FM, but that's a different story).

If analog transmission was so much cheaper, your Sennheiser mic's transmitter probably wouldn't be significantly more expensive than your smart phone's RF stage.


  Lower latency (this is not significant)


Latency is the main reason why most concert-grade microphones are analogue, not digital. While digital wireless communications allows you to be flexible, spectrum-efficient and robust while still being cheap, you need to (and can!) do things like channel coding, but that always introduces latency, which is the killer in stage audio.