Because he would be forfeiting the 55k a week from us.
Niasse has played a blinder here. As a club it's been clearly detrimental to us, but he's played it beautifully personally.
He scores a few goals and jumps at the first offer knowing that it might be his best. He comes here and never complains even when he's treated quite poorly. He works hard on the field, goes on loan when asked, and makes himself somewhat useful when called upon. He's never been good enough to be in this position yet he found himself making 55k a week for 4 and a half years while playing 62 PL matches. Not a ton, but way more than he ever should have.
And now by refusing to step outside the PL he now gets to look for what will probably be his last career contract as a PL player. He's going to sign somewhere because some idiot somewhere sees a PL striker that can help them. It doesn't matter how much he scores, that label goes if he takes a loan to Forest or whatever.
He's basically turned 4 good months in Russia into a fortune and a decade long top flight career. I don't know how you can call that anything but brilliant.