Because people are notoriously terrible at this kind of self diagnosis.
I'm going to answer an anecdote with an anecdote here, but I was getting headaches that were completely correlated with food containing MSG. I "researched it" (cursorily google searched) and found that MSG was totally safe so I didn't want to believe it, but the correlation was there. Later I found out I had high blood pressure—the high MSG foods were also high sodium and the sodium was kicking my blood pressure up really high and causing headaches. When I got my blood pressure under control I tried MSG again and no headaches at all.
The body is complicated and things aren't always what they seem to be to our pattern seeking brains.