All three Mayors so far already had a certain amount of profile (Khan maybe less but he was in the shadow cabinet) - I doubt that most Londoners have heard of Hall before.
Also the current Tory membership have moved a long way culturally from rich, internationalist, socially liberal Londoners who would need to vote them in. I suspect the most hardcore Tories are also those most likely to relocate or retire outside London so they won't get a vote.
Interestingly Outer London Tories along with Scottish borders tories are actually the most 'sticky' tory voters that they have. I think it's because each of those groups can rationalise that the things that are bad in the country are because of the local government and that allows them a reason to stick with the tories