From what I recall when I was there a few years ago to employ you the sponsor has to show that no other US person is suited to do the job. Normally by means of clever wording in job ads etc, so that you are the only eligible candidate. A little harder to do for a CFI job. Plus, it costs the company a fair amount of money to sponsor someone for a work permit. Why bother when there are so many CFIs who are US citizens and all the J-1 visa holders to choose from. Another point is, that most schools use the CFI hour building on a J-1 visa as a selling point. Giving the job to an already qualified foreign CFI would not be financially beneficial to the school.