Because medication is more effective. Side effects from statins are relatively uncommon and generally mild, so it wouldn’t be ethical to use lifestyle as a first-line treatment in place of, say, a combination of low dose statin and pcsk9 inhibitors.

However many clinicians do take a “let’s sort out the problem as quickly as possible with medication, and if you want to try lifestyle and back off (or even stop entirely) the meds and see how your cholesterol is afterwards, we can do that.”

This seems like a good balance to me.