Because those names mean things, and what they mean is not easily compatible with Ravenloft. Cthulhu lives in the Atlantic Ocean, on actual factual Earth. Him being trapped in a misty demiplane in the shadowfell is just not correct. Azathoth is the blind idiot god who unwittingly created the universe and the only reason it’s safe from him is because it’s beyond his notice. The existence of that character in D&D implies a lot about the setting that is incompatible with other established facts about its universe. One or both things have to change to a point of no longer being themselves to be forced together.
Right, and while he is obviously inspired by Dracula, there are a lot of details that could not have worked if he had actually been the Brahm Stoker character. It is a good thing that he was made an original character because it gave the writers the freedom to take him in his own direction, and the setting is better for that.
But what they know about him is not that he lives in Ravenloft. They’re going to have to make significant changes to him to fit him into the setting anyway, so why not make this altered version his own character, not beholden to the audience’s expectations of Cthulhu?