Because it's hard to trust the signal. If you (properly) ask people to complain, they'll complain. But how do you know whether those complaints matter? People will complain about the things that bother them the most in relative terms. (Actually not even that; they'll complain about whatever's front of mind at the time.)
Maybe the cafeteria food isn't great, but improving it would have zero effect because it just doesn't matter. But if someone who is leaving brings up the cafeteria food out of all the things they could have brought up? And 5 of the last 6 people leaving brought up the same thing? That's way more meaningful than everyone sitting around whining about how the food isn't as good as at $X company.
It's a lot like getting product direction from your customers. Listen to your customers, but for god's sake, don't just do what they ask for. (And if you can somehow find out why the ones who are leaving are leaving, that's gold.)