Republicans are so bereft of any popular figures in recent political history that Reagan is pretty much "it". Before that, you have Teddy and Lincoln, and the latter was the first Republican. Teddy ran third party, and ushered in Wilson. Good job.
Not to mention the fact that there was a complete polar shift between the parties after the New Deal and the civil rights movement and it is hard to imagine a Teddy Roosevelt or Abraham Lincoln running as a Republican. I'm not saying they'd be Democrats, but neither of them would appeal to the current Republican Party base.