Well, turns out we do - or at least, did. David Golinkin, rector of the Schechter Institute in Jerusalem, explains that between the 9th and the 20th centuries, there was a custom in some communities of reading Megillat Antiochus (always known as Megillat HaChashmonaim / The Hasmonean scroll, Megillat Channukah and Megillah Yevanit / the Greek scroll):
[I]t was written in Aramaic during the Talmudic period and subsequently translated into Hebrew, Arabic and other languages.(2) The book describes the Maccabean victories on the basis of a few stories from the Books of the Maccabees and Shabbat 21b with the addition of a number of legends without any historic basis whatsoever...Rabbi Golinkin doesn't explain why the reading of the scroll never fully "took off" - and why it seems to have faded from memory (although according to Wiki, it is actually printed in the Birnbaum Siddur). But it seems fairly obvious. The fact is that Chanuccah already had a mechanism by which we directly commemorate the victory of the Maccabbees and the associated miracle of the oil: the lighting of the chanucciah. This ritual was specifically designed to recall the miracle and prompt discussion of it - pirsuma d'nisa (advertising the miracle). Another ritual, appearing centuries later, for the same purpose must have seemed to most people unnecessary.
[W]e know that this scroll was read in public at different times and places. Rabbi Isaiah of Trani (Italy, ca. 1200-1260) says that "in a place where they are accustomed to read Megillat Antiochus on Hanukkah, it is not proper to recite the blessings [for reading a scroll] because it is not required at all"...
In Mahzor Kaffa, which was published in the Crimea in 1735, the Scroll of Antiochus is printed in Hebrew and preceded by the following instructions: "It is customary to read Megillat Antiochus during minhah after kaddish titkabbel [the reader's kaddish] in order to publicize the miracle [of Hanukkah]..."
Rabbi Yahya ben Yosef Zalih, who was the leading rabbi in San'a, Yemen ca. 1715, says "that some read Megillat Antiochus on Shabbat [of Hanukkah] after the haftarah. This is not required; it is only a general mitzvah to publicize the miracle among the Jewish people". But Rabbi Amram Zabban of G'ardaya in the Sahara Dessert viewed this public reading as a requirement.