Because they are so big. 10³ > 1,000, so in decimal, 2^57,885,161 - 1 has over 3 × 5,788,516 digits, so over 17 million.
You do not check whether that is a prime by trial division (https://en.wikipedia.org/wiki/Trial_division). If you could do a division every nanosecond and had a billion devices, that would still take way, way more time than till the heat death of the universe to do.
We have better tests (https://en.wikipedia.org/wiki/Primality_test#Fast_determinis...), but the best generic one still is Õ((log n)⁶). Here, log(n) is about 58 million, so that log(n)⁶ has over 46 digits.
We can do better, as we don’t need a generic test. for Mersenne numbers, there’s https://en.wikipedia.org/wiki/Lucas–Lehmer_primality_test.