Chimchar had long been noted as the only wild fire types in Sinnoh. Even if Heatran really exists, its home in Stark Mountain is not in Sinnoh proper, but on a small island to its north. And the wild Ponyta noted by many travelers from other regions are actually feral.
Because of the cold climate, Chimchar have long been beloved in Sinnoh, for it was these pokemon which kept homes warm in the winter for generations and kept bundled-up travelers well-heated on cold winter nights. Even wild Chimchar were recorded as being generally friendly to humans; when they came near wooden structures they made a special point to put out their own flames lest they ignite them, unlike the Cyndaquil and many other fire pokemon in warmer climates.
Perhaps this friendliness is the reason they are no longer seen on Sinnoh's mountains, where they had lived since the dawn of recorded history. Chimchar were often given treats by trainers as thanks for their species warming them at night, and could supplement their diet by scavenging in garbage, which they found easier than hunting wild pokemon. For hunting was a constant balancing act, as the Chimchar must use enough flames to deal significant damage, but not enough to drop their body temparature to dangerously low levels - a risk which plagues any fire pokemon in Sinnoh, wild or domestic, and is the reason most matches in this region are held indoors. Or perhaps Sinnoh's mountains are getting colder as the island and its Torterra host grows, or perhaps human activity, despite strict customs and laws against hurting individual Chimchar, has inadvertantly shrunk their habitat or diminished their food supply. Or perhaps it is all of these reasons, each in part, which has driven the last of the Chimchar from the wilderness.