Philosophy

I guess this was mainly a Continental thing, but for a while philosophers often wrote novels that in some way expounded their philosophy. I think Nietzsche was perhaps one of the earliest, with Zarathustra. All the French existentialists wrote novels, too. What happened to this trend?

EDIT: I just realised that arguably this goes back all the way to Plato! But I was thinking less of straightforward, largely plot-free dialogues and more of full fledged novels, like Sartre's Nausea.