Because there's a difference between intellectual understanding of the Self or non-dualism as a concept, and actually manifesting that "truth" by living it. Or as someone once wrote: Philosophical truths are transmitted through "praxis", not like pieces of eight. You've spent years conditioned to think a certain way, decades building that self-model you call "you". These associations will not be destroyed easily, just by someone saying so.
The Hindu/Vedantic systems emphasize self-enquiry and the importance of having a teacher guide you, which may look like pushing belief systems to outsiders, but it's really a process.
The western mystical tradition is more explicit in how important process/techniques are rather than dogma.