Why are most psychological studies not controlling for IQ and personality scores of their respondents? Consider for exemple the stereotype threat, of which a recent meta-analysis can be found here. People try to assess how can a stereotype might explain a difference between two groups.
However, they almost never control for IQ or Big Five which seems to me to be latent variables with much more explanatory power.
My questions are :

Why don't they ever control for these two important factors ?
Does it mean that the conclusion of these studies are flawed in some way ?
A quick look at your reference focussed on a meta-analysis of an intervention. Evaluating interventions is mostly about estimating the mean effect of an intervention. So, even if personality or intelligence influences the outcome, this is not directly relevant to evaluating whether on average the intervention has an effect.
In other contexts, controlling for personality and intelligence maybe quite relevant. In general, controlling for personality or intelligence is more relevant (a) where the predictors are conceptually or empirically related to personality or intelligence, and (b) where personality or intelligence is a strong predictor of the outcome of interest.
There are a whole range of psychological constructs that overlap substantially with either personality or intelligence. And in those cases, you do have a body of literature that examines the degree of overlap with personality or intelligence. And there's also literature that examines the incremental prediction of the variable of interest relative to personality.
For example:

Grit: Is it different from conscientiousness?
Assessment centers: Do they incrementally predict over and above intelligence?
Type D personality: Is it more than a composite of neurotcism and extraversion
Trait emotional intelligence: Is it just a weighted composite of the Big 5
Ability emotional intelligence: does it predict workplace outcomes over and above intelligence?

Researchers are always confronted with issues of which variables to measures. It is often not practical to measure everything. In particular, intelligence takes quite a bit of time to measure well. So you often get research that doesn't control for these factors. And then later on, other studies come along and fill the gap. There is also a bit of a process &quot;construct proliferation&quot; in psychology. A researcher comes up with a new pet construct. And other researchers point out later on how it's not that different to personality or how it doesn't incrementally predict. A lot of heated debates arise over these things.
Researchers also differ in theoretical orientation and practical concerns. For instance, in industrial/organisational psychology, intelligence and Big 5 personality assessment are very well embedded. So, incremental prediction over and above these factors  is a common question for a researchers to ask. In other fields, they may be less grounded in personality or intelligence frameworks.