Aside from anything one might object to about Cromwell's actions and policies, there is a very simple reason why we do not venerate him: there was a successful restoration after him. While the monarchy soon ceded a large part of its power to Parliament anyway, the constitutional system that remains in place is the monarchical one that Cromwell rebelled against and which eventually put paid to his time in power. So we are scarcely going to celebrate him, instead we celebrate things like Guy Fawkes Night. No doubt if the Parliamentarians had won we would today be celebrating Off With His Head Night.