Because the ESP can only barely do WiFi. You can get a couple of Mbps under ideal conditions. It is not a general purpose WiFi adapter, it's a low power IoT chip.
A general purpose WiFi adapter can do gigabit sustained connections over PCI or some other high speed interface. Entirely different class of chip.
Which is still abysmal compared to what a modern Wi-Fi chipset can push, even in the real world. Even an old home-grade Wi-Fi 5 AP can push >400Mbps over the air in real-world conditions. And the Wi-Fi 6/6e/7 devices can go well above that.
A general purpose WiFi adapter can do gigabit sustained connections over PCI or some other high speed interface. Entirely different class of chip.