Because he doesn't. No NBA player does. And during the last 10 years half the stars in the league have shown they feel they don't owe anyone anything.
(There are 1-in-500 exceptions like Dame who have and will play their entire career with one team.)
Perfect?
So playing with the Celtics in the Finals wouldn't be better? Or teaming up with Jokic? Or any other of a multitude of teams that are somewhat contenders?
The reality right now is Lauri is playing with guards that aren't a top25 grouping, and the team is extremely unlikely to make the playoffs this year and doubtful to do so next year.
There are several situations that are much, much better for him as an individual (when it comes to basketball at least). Could the Jazz's situation improve, and possibly even rather quickly? Of course, the Jazz have all the tools to do so. But if the call is to absolutely be in the lottery next year as well, that's far from a perfect situation for him - it's a nightmare, seven seasons without so much a a whiff of the playoffs and another of his very few prime seasons wasted.