Because you might suck as an investor, because the fees in the specific funds you can choose from are quite high, because "employer match" funds usually are NOT

Because you might suck as an investor, because the fees in the specific funds you can choose from are quite high, because "employer match" funds usually are NOT actually your money until 3-5 years of vesting, because you will likely be too optimistic about the number of years of life you have left and actually draw down less per month than a pension would offer so that you don't run out of funds, because a lot of pensions also include health benefits and spousal support, because a lot of pensions are pretty clear about the retirement benefits at the start of the job, some others as well. Not saying a pension is always best but there are numerous legit reasons why a pension MAY be superior to a 401k.