DCL did get experience in the lower leagues before he joined us though, as did Stones before him, and Dele Alli for Spurs.
Further afield, Harry Kane went out on loan numerous times, before breaking through.
I suspect it depends on the mentality of the player more than anything, as it's a big step going from the relatively nurturing environment of youth football to open-age, and it's probably easier to mentally make that step in 5-10 minute appearances in the PL than it is playing full-games in front of (potentially hostile) crowds in the Championship or lower leagues.