They actually did, as part of DARPA's Warrior Web program [1]. They ultimately spun off the program to Ekso Bionics as a consequence of the Google acquisition back in 2014 [2].
Tried that game out, but found it to be realllllllllly tedious. eg initial missions took walking, while carrying some person's body over the shoulder, for "miles". Urk.
I am surprised Boston Dynamics hasnt made one! If you converted the agility of Atlas into an exoskeleton, that would be pretty interesting...