Because most improvements are garbage. You're doing things, but these things are not actually helping you win.
If you can chop something for an immediate 100 production, or wait for a lumber mill to give 2 production per turn so it gives the same production in 50 turns.... well, how many 50 turns are there in the game? And this is just not lumbermills. A lot of improvements don't get buffed til very late in the tech tree.
Also, because of escalating costs of districts, settlers, and builders, 2 production also means less over time. This is also why I think escalating district costs is a terrible "feature"
It also doesn't help that Lumber Mills don't come early, and also don't even reach their full potential until later.
Why would you wait for something so mediocre for so long and then wait even longer to watch it become slightly less mediocre? It makes no sense. I'm not even talking about big ego turn 100 wins. They're not even for value even if you play until 2050.
I mean, yes, I do a lot of suboptimal stuff too, like build Ruhr Valley, concentrate trade routes, and fast oracle GMs, but I never pass them off as actually legitimate strategies and do acknowledge that players that actually want to get better, should not do them. It's pretty irresponsible otherwise.
That being said, there are a number of reasons why you would not chop, and that is because you do not have the tech yet to build something you need. One of the most famous example is the spaceport, because it is a large bottleneck,. but there are also various wonders of which you'd be better off reserving the space for because it will help you out very fast.