Because it would break the game. Town doesn't win until all mafia are eliminated.
If Pie is scum I'm betting the Lynchproof passive is a lie and he has some other plan for DP4. He could claim he did not receive enough favor for it to activate, and if Vader claims that he gave favor, he could claim the favor was stolen. Or he really does have some kind of scum 1x power that will get him out of a lynch, like you did last game.
If I bring up any of these excuses, lynch me. Hell, I will vote myself tomorrow first thing tomorrow morning. I have no reason to lie about this.