Why are honorifics not translated in dubbed movies?

Well, first of all, that's not always the case. But for this discussion we can ignore that and just focus on movies that do use original honorifics.

Dubbing gets complicated when characters with different cultural backgrounds appear in a film and the translators think it's important for the viewer to recognize that. Let's assume we have an original in 2 languages, like English and French (with the original having probably subtitles for the French parts). The dubbed version will be all in German, that means both English and French are translated to the same language. Now it is quite hard to detect the cultural background of the characters.

One solution is to convey this by using original honorifics, this means despite everyone speaking German in the dubbed film, we still can make out the English and French person because they have different honorifics.

This also explains why for Japanese characters "-san" can be heared, as remarked in the question's comments section. The average German speaking person does not know Japanese except for a few words and most are unaware of most of the Japanese honorifics. It's enough to use -san to make them understand that the character is Japanese. They wouldn't know about -chan, -kun, -sama and alike anyway.

If there is a vast majority of characters in the film who speak the same language and just a few speaking a different one, then usually only the honorifics of the minority are kept original and the majority honorifics are translated into German.

This is just one of the many compromises that you have to make when producing a dubbed film/series. Puns or cultural references are usually a nightmare to translate and in the majority of cases it will be left out or replaced with something else more or less fitting.

The use of original honorifics in English films, like your example of Herr Überwald, has the same goal: to signal to the viewer that the character is of German origin and in this instance it's probably done to convey a certain stereotype.

Matt has a good answer, but there's another aspect of things here.

There may be no direct translation for the honorific, causing it's meaning to change into something unintended.

By changing the honorific, you risk changing the meaning not only during that translation, but also on any other subsequent translations dependent on a translation. It's bad practice to base a translation on another translation, but it happens, even in scientific studies.

From what I understand, the German "Herr" means something similar to the English "mister", but there's probably more to each word than each convey on their own. In English movies, "Herr" isn't usually translated even when spoken. The same goes for for "Frau" or "Fräulein".

For example, Germans would say "Herr Doktor" as meaning "the doctor", but if we take a literal translation into English, we would end up with "mister doctor", which not only doesn't sound like anything a native speaker would say (except for small children), but it could also be mistaken as an insult by some people. The same would happen for "Fräulein Doktor", as there's no need for a masculine or feminine designation in English. Even saying "the lady doctor" or "the gentleman doctor" is considered very formal by many English speakers.

"Herr" can also mean "lord", so to use one of your examples, "Good morning, Mister Anderson" is translated as "Guten Morgen, Herr Anderson" and mistakenly translated back into "Good morning, Lord Anderson". This definitely changes the meaning, where it could be in the relationship that the speaker has towards Anderson or changes the honorific to a position of Anderson of power.

As Matt also brings up, the Japanese language includes many name post-fixes that really don't matter in other languages. Does the audience really need to understand that my mom might call me computercarguy-chan because I'm her child (even though I'm not young anymore), but my sister's kids would call me computercarguy-ojisan? We got through how many "Karate Kids" without really having "-san" (as in Daniel-san) described as much more than "mister" or "sensei" as much more than "teacher"? Both mean much more than that and the use can change depending on who is speaking.

In real life I will usually give a person's honorific in his native language, if I'm confident that I know it correctly and if I think the other persons in the room will recognize it.

For example when introducing the Frenchman M. Albert (who speaks English) to the American Mr. Smith, I would say, "Mister Smith, this is Monsieur Albert. Monsieur Albert, Mister Smith."

In the same circumstance I would expect a Francophone to say something like, "Mister Smith, je vous présente Monsieur Albert. Monsieur Albert, voici Mister Smith."

In neither case is Mr. Smith called "Monsieur", and M. Albert is never called "Mister". The general rule in such cases is that the honorific is treated as part of a person's name, and is not translated.

So in an American movie in English, featuring both American and German characters, the Americans would most naturally be addressed as "Mister"¹ and the Germans as "Herr"². Likewise, in the same movie made in Germany in German, the Americans would still be addressed as "Mister" and the Germans as "Herr".

It is most natural, when translating a dramatization from language A to B, to avoid a formal or word-for-word conversion, but to consider what the original speaker said in A, and put into the new speaker's mouth what a B speaker would say under that circumstance to mean the same thing.

The dubbing that you hear on German or Austrian TV is an attempt to get close to what the movie would sound like if it had been made in German originally. The characters would still have called Frenchmen "Monsieur" and Americans "Mister".

^{1, 2.} Yes, I know that some people are called "Miss", "Mistress", "Mademoiselle", "Madame", "Fraulein", "Frau", etc. but this answer is already quite wordy enough don't you think.

Other answers have covered cultural reasons for preserving the original honorifics, but there is also a technical difficulty in dubbing. Many dubbed films will try (at least a little) to synchronize the dubbing to the original lip movements. This often results in less accurate translations being used. When I watch American films in Spanish or Portuguese, the dubbing translation is usually less accurate than the subtitles. This is especially obvious when a short phrase translates into a much longer phrase.

If you are trying to match lip movements, then a well understood honorific might not be translated. The mouth movements for "Herr" and "Mister" are very different and speakers in both languages generally understand both, so by leaving that word you can match the lips a little more easily.

This trick doesn't always work due to grammar and is only a very minor factor, but it is a factor that translators consider. One example where it does not work would be "It was Mister Smith's blue car" translates to "Foi o carro azul do [Mister/Senhor] Smith" (Portuguese). Putting "Mister Smith" near the beginning of that sentence in Portuguese just doesn't work.