Because alignment is difficult and it's easier to have another model filter the output than to prevent the model from producing the wrong output in the first place. Also, these are models by American providers run on EU infrastructure. The filter might very well be part of the package deal.

In any case, I hope Ursula von der Leyen doesn't ask AI how to get rid of her enemies and certainly doesn't act on the output, even if she has access to an unfiltered version that isn't bothered by the implications of the request.