Why does an mercury ore exist as HgS?

I am afraid that no one knows why! The superficial rationalizations such as HSAB and ionic size etc are good for decorating general chemistry textbooks.

As scientists, we should accept the fact that all questions which a human mind can generate do not have answers. Unfortunately, as science students, we are trained that every question must have an answer at the back of the book.

There is a whole field of geology, called ore genesis which tries to think of the origin of minerals and ores Ore Genesis on Wikipedia. It is a remarkable wonder and miracle of Nature, as how it deposits ore in certain chemical forms.

More specifically, you would search the geochemistry literature, you would see how complex is the whole concept e.g. if you go through Quicksilver Deposits of Chile Quicksilver deposits you can get a feel.

Why $ce{HgS}$ and not $ce{HgO}$?

Because of HSAB. F'x has already answered a previous question of why mercury has propensity towards thiols(or in general sulfur). Quoting the relevant information:

In Pearson's HSAB theory (hard and soft acids and bases), the reason the $ce{S-Hg}$ bond is be stronger than the $ce{O-Hg}$ can be explained because $ce{S^2-}$ is a soft basis and $ce{Hg(II)}$ is a soft acid, making a good fit while $ce{O^2-}$ is harder.

If this answer helps, please make sure to upvote F'xs answer.