"All" of the genes for bacterial photosynthesis were discovered in a gene cluster almost 40 years ago. Marrs, J.Bact. What more is needed to make E. coli photosynthetic?
I think the crux of the answer is only hinted at in WYSIWYG's answer. The crux of photosynthesis is partitioning coupled reactions.
Photosynthesizing plant cells have sub-cellular structures called chloroplasts; their membranes are especially important for the compartmentalization of different functions and chemical processes for the entirety of photosynthesis to even be possible. Partitioning is difficult to achieve in E. coli, and that to me seems a necessity for achieving true heterologous, truly ectopic photosynthesis... Even photosynthesizing cyanobacteria (photosynthesizing prokaryotes) possess thylakoids, membrane-bound compartments where the magic happens. Photosynthesis though can certainly proceed and be made more efficient in single cells (example).
That leaves us with a simple answer: engineering E. coli with thylakoid-like structures is not really practicable. Why not simple use cyanobacteria instead?
Further reading: review on single cell photosynthesis in single cells.
A very basic kind of photosynthesis can be realized in E.coli by expressing a rhodopsin (Kim et al., 2017). Rhodopsins are membrane proteins that can pump ions (including protons) across the membrane and generate a transmembrane potential. When coupled to ATP synthase, rhodopsins can cause ATP generation in the presence of light. In an earlier work, Hara et al., (2013) had expressed a rhodopsin in mammalian mitichondria to make them synthesize ATP in response to light exposure.
This is not the kind of energy efficient photosynthesis that we see in cyanobacteria and plants. The group of Ron Milo have engineered Calvin-Benson cycle (carbon fixation) in E.coli, and optimized carbon fixation using adaptive laboratory evolution (Antonovsky et al., 2017; Gleizer et al., 2019).
Engineering the entire photosystem in E.coli would be a difficult task because a functional photosystem does not merely involve expression of the pigments but also their 3D assembly into functional sub-cellular "organelle" like structures.