TL;DR Fluorine is electronegative and can support the extra negative charge that is dispersed on the six X atoms in $\ce{SX6}$, whereas hydrogen cannot.
First, let's debunk a commonly taught myth, which is that the bonding in $\ce{SF6}$ involves promotion of electrons to the 3d orbitals with a resulting $\mathrm{sp^3d^2}$ hybridisation. This is not true. Here's a recent and arguably more understandable reference: J. Chem. Educ.2020,97 (10), 3638–3646 which explains this. Quoting:
The natural ionicity, $i_\ce{SF}$, of each $\ce{S-F}$ bond [in $\ce{SF6}$] is 0.86, indicating a rather ionic σ bond. Each fluorine has an average charge of $−0.45$, resulting in a sulfur center of charge $+2.69$. [...] In summary, the electronic structure of this system is best described as a sulfur center with a charge somewhere between $2+$ and $3+$; the corresponding negative charge is distributed among the equivalent fluorine atoms. Shown in Figure 12 is the orbital occupation of the sulfur center, $\ce{3s^1 3p^{2.1} 3d^{0.19} 5p^{0.03} 4f^{0.01}}$. The minimal occupation of d-type orbitals eliminates the possibility of $\mathrm{sp^3d^2}$ hybridization.
If not via d-orbital bonding, how does one then describe the structure of $\ce{SF6}$? I'll present an LCAO-MO answer. Here's a "simple" MO diagram (I won't go through the details of how to construct it). It's actually fairly similar to that of an octahedral transition metal complex, except that here the 3s and 3p orbitals on sulfur are below the 3d orbitals.

Just for the sake of counting electrons, I treated the compound as being "fully ionic", i.e. $\ce{S^6+} + 6\ce{F-}$. So sulfur started off with 0 valence electrons, and each fluorine started off with 2 electrons in its σ orbitals. I've also neglected the π contribution to bonding, so the fluorine lone pairs don't appear in the diagram.
You'll see that, for a total of six $\ce{S-F}$ bonds, we only have four pairs of electrons in bonding MOs. The other two pairs of electrons reside in the $\mathrm{e_g}$ MOs, which are nonbonding and localised on fluorine. If we want to assign a formal charge to sulfur based on this diagram, it would be +2, because there are only actually four bonds. We could perhaps use Lewis diagrams to represent it this way:

The "hypervalent" resonance form contributes rather little and does not rely on invoking d-orbital participation; see Martin's comment on my answer below for greater detail about the resonance contributions. I am guessing that its existence can be mostly attributed to negative hyperconjugation, although I'm not 100% sure on this. The trans and cis resonance forms are not equal, so their contribution is not the same, but the contribution from each individual trans resonance form has to be the same by symmetry. Overall, the six fluorines in $\ce{SF6}$ have to be equivalent by the octahedral symmetry of the molecule. You could run a $\ce{^19F}$ NMR of the compound and it should only give you one peak.
(An alternative way of looking at it is that two of the $\ce{S-F}$ bonds are "true" 2c2e bonds, and that the other four $\ce{S-F}$"bonds" are in fact just a couple of 3c4e bonds, but I won't go into that. For more information on multi-centre bonds, this article is a nice introduction: J. Chem. Educ.1998,75, 910; see also refs. 12 and 13 in that article.)
Right from the outset, we can see why $\ce{SH6}$ is not favoured as much. If we use the same framework to describe the bonding in $\ce{SH6}$, then those "correct" resonance forms that we drew would involve $\ce{H-}$. I'll leave it to the reader to figure out whether $\ce{F-}$ or $\ce{H-}$ is more stable.
Alternatively, if you want to stick to the MO description, the idea is that in $\ce{SH6}$, the relatively high energy of H1s compared to F2p will lead to the nonbonding $\mathrm{e_g}$ orbitals being relatively higher in energy. All things being equal, it's less favourable for a higher-energy orbital to be occupied, and $\ce{SH6}$ would therefore be very prone to losing these electrons, i.e. being oxidised.
In fact, if we do remove those four electrons from the $\mathrm{e_g}$ orbitals, then it's possible that these six-coordinate hydrides could form. But obviously we might not want to have a $\ce{SH6^4+}$ molecule on the loose. It'll probably lose all of its protons in a hurry to get back to being $\ce{H2S + 4H+}$. Is there anything better? Well, there's the species $\ce{CH6^2+}$, which is methane protonated twice. It's valence isoelectronic with $\ce{SH6^4+}$, and if you want to read about it, here's an article: J. Am. Chem. Soc.1983,105, 5258. While it's hardly the most stable molecule on the planet, it's certainly more plausible than $\ce{SH6}$.
Now, just to come back to where we started from: d-orbital participation. Yes, there is an $\mathrm{e_g}$ set of d orbitals that can overlap with the apparently "nonbonding" $\mathrm{e_g}$ linear combination of F2p orbitals, thereby stabilising it. It is true that some degree of this does happen. The issue is how much. Considering the fairly large energy gap between the $\mathrm{e_g}$ orbitals, this interaction is bound to be fairly small, and is nowhere near enough to justify a $\mathrm{sp^3d^2}$ description of it; Martin's comments contain more details.