Because if you constantly try and protect no one gets elevated and it does no favors for anyone. The only 2 guys they try and protect is Cena and Reigns, everyone else besides Lesnar is treated like a warm body, not a star.
It's the same reason why guys like Ryback fell through the floor instead of becoming a star, something he was more than capable of. It shows they have no direction, it shows they have no clue where they are going with their programming because they can't commit to anything.
Protecting everyone keeps them on the same level and when everyone's the same no one's perceived as a star. If everyone is a star, no one is a star.