The reason that we discovered more fluorides of Xeon than Helium, Argon, and Krypton is quite obvious and you might already know it. As lighter noble gases have more stable shell configuration, it is more difficult to make any kind of compound, including fluorides.
Also, the higher amount of fluorine atoms in a molecule of the compounds means drawing more electron from the noble gas, which is thermodynamically not preferred. Thus, KrF4 and KrF6 are far less stable than KrF2. The quantum chemical calculation confirmed this. (Dixon 2007) The same reference said that they are stable, but have not been synthesized yet, and the synthesis would be very difficult.
For Radon it is a different problem. Briefly, there might be more fluoride compounds of Radon than Xenon, but the synthesis is difficult to be confirmed.
Even though Radon is less inert than Xenon and its compounds were predicted and calculated to be more chemically stable than Xenon compounds (Chernick 1962, Thayer 2005), it is difficult to study. Radon is is rare and radioactive (half-life of 3.8 days). Studying chemical compounds in trace amount is a difficult task. There are claims for discoveries of RnF4 and RnF6 (also in the above references), but confirming that you have synthesized new compounds in trace amount is extremely difficult because the evidence is not obvious. RnF8 was
calculated to be unstable, but should be more possible than XeF8
1 Dixon et al. Heats of formation of krypton fluorides and stability predictions for KrF4 and KrF6 from high level electronic structure calculations. Inorganic Chemistry 2007 46 (23), 10016-10021
2 Chernick et al. Fluorine Compounds of Xenon and Radon. Science 1962 138 (3537), 136-138.
3 Thayer. Relativistic Effects and the Chemistry of the Heaviest Main-Group Elements. Journal of Chemical Education 2005 82 (11), 1721