Well, because otherwise you can:

1) not vote for them next time,

2) overthrow the government (happened quite often throughtout the 20th century in lots of E.U. and others countries. Governments can and do get thrown off mid-term by popular protest)

3) put politicians in jail (also happens)

4) eliminate their whole political party (e.g take it from 50%+ to less than 10% of the vote).

5) full blown revolution.

Against powerful private interests on the other hand, you can't do as much. Especially if they work together.