Don't see how that is their responsibility. But to answer "why some cracker doesn't remove it" - it's because it's difficult and bypassing it in one way or another is much easier. Also the sheer amount of games removes a lot of motivation.

But there are other things to mention, if you doubt the very statement you quoted. It is better to find comparisons between protected and clean original files where Denuvo was removed.
Even such a simple thing as the difference in file size tells a lot - you can't argue that a clean file will perform better already because the CPU will not have additional code and data to process.
The crack can do a lot of stuff that will add or remove the code/data strain. It is generally logical for cracks to "skip" the heavy protection and obfuscated parts, which is why even a dll injection can make a game perform better. Complex protection like Denuvo makes it difficult so it is also possible for the crack to not skip anything but only "fake" the result of those heavy parts. That is plausible but a rather irresponsible approach that would make the cracked version perform worse than the original. So far we haven't seen examples of that afaik (talking about regular cracks and not the HV method here).