Because one of the (supposed) fundamental principles of the United States is that "no one is above the law", and the Supreme Court has ruled that the President is above the law. Terms and conditions obviously apply (at least at the moment), namely that the President has to be able to successfully argue that a given act was an "official act" - something that, given the current courts, will be excessively easy for a Republican to argue and very difficult for a Democrat to argue.
There was also some part of the decision (I cba to look it up rn) that excluded wide categories of evidence from being [?subpoena'd ?submitted to the court] to support a prosecution argument that something was outside the President's "official acts" unless they'd already gotten past the "this was an official act" argument first, which means it ends up being a Catch-22.
For example, say that the DOJ absolutely knows (as a purely hypothetical example) that an ex-President had illegally taken highly-classified government documents, including nuclear secrets, and was storing them next to a photocopier in an easily-accessible bathroom at a golf club (again this is purely a hypothetical example). The ex-President claims that there are no documents, that any documents he might have seen were automatically declassified by the official act of him thinking about declassifying them, that any documents that might have been removed were done as part of the official act of vacating the White House, etc, etc.
In the end, the DOJ spends years and years trying to get the documents back and proving that the ex-President is trading access to the photocopier-equipped bathroom to the Russians, Saudis, Chinese, and anyone else who wants to "buy" some insanely over-priced "NFT trading cards" of the ex-President (or a batch of special Bibles, or a truckload of gold tennis shoes, etc). But the DOJ and FBI can't get their argument into court because the ex-President claims everything is an "official act" and the courts give him every possible bit of leeway there is, so the FBI ends up not being able to raid the golf club and get the highly-classified nuclear secrets back from the ex-President, and all the while the ex-President continues to host people from unfriendly governments at the bathroom of his golf club.
Again, this is a purely hypothetical example, as we both know that nothing this outrageous would ever happen outside of the movies.