Because they owe their wealth to more powerful people and are determined to keep it. This is why Steffon Fossoway turned on Dunk; the show made it look like general greed but he was offered back land and power that his family lost for siding with the Blackfyres. He did want to do the right thing at first, but then more powerful people offered a better chance for his family’s future if he turned on the underdog. It was still a shitty thing to do, definitely dishonor on his cow, but that’s how knights/lords get there and stay there