That is because he offers nothing at all in terms of shot prevention. Every involvement De Gea has in any given game is to save a shot which is ridiculous.
The vast majority of goalkeepers come and deal with balls in behind the defenders, both balls dropping into the penalty area and balls outside of the penalty area. The median goalkeepers in the Premier League (Jordan Pickford and Fraser Forster) are three times more likely to deal with a ball outside the penalty area than De Gea (0.74 times per 90 minutes against De Gea's 0.24), the most proactive (Alisson and Nick Pope jointly, 1.75 times per 90 minutes) seven times more likely.
They come and deal with crosses into the box. The median goalkeeper in the Premier League (Edouard Mendy) deals with 7.8% of crosses into the box. De Gea last season dealt with 3.3% (the worst in the league). The most striking statistic here is that with the exception of Hugo Lloris and Tim Krul, every other goalkeeper was at 6% or above. So almost every goalkeeper in the league as almost twice as likely to deal with a cross. Robert Sanchez was the best in the league at 11.7%.
Again, the vast majority of Premier League goalkeepers make themselves available in possession for defenders in trouble. De Gea doesn't do that. Of the 14 goalkeepers who made more than 30 appearances in the league last season, De Gea was bottom place for non-goal-kick passes attempted. There average number of in-play passes from those 14 was 893, De Gea made 614. He was even below three goalkeeper who made less than 30 appearances. Again, this is a metric Robert Sanchez was the best in the league at, with 1269 passes attempted, over double De Gea's number - and before the "oh but it's Brighton they're bound to spend a lot of time in their own half" comments, Alisson was second with 1189.
So basically he offers zero assistance to his defenders whatsoever. It's not even like he combats his deficiencies by being an excellent communicator on the pitch and helping his defenders that way, he's almost silent. One of the quietest goalkeepers you will ever see. It's genuinely astonishing that he's the highest paid goalkeeper in the world and the above are the reasons no other big club would touch him with a bargepole.