Jews had their first bump into philosophy when Alexander the Great conquered Israel (in the early Tanaic period). Since then, we lived under the Greeks and Romans for a few hundred years. Both of those nations had their philosophers (Romans not so much, but a lot of Greek philosophy continued on through them).
Yet, the first "philosophical" work was the Rasag, who lived a few hundred years after the Amoraim. There are a few debates that are recorded between Rabbis and "Elders of Athens" and Rabbis and Sadducees, but they are mostly Rabbis pushing them off and not a true attempt at learning (and teaching) philosophy.
Why do we not have any of the "philosophy" of the Tanayim/Amoraim? Did they not hold of this study? If not, why did the Rasag and Rambam study it?