Because it makes no sense to do that unless he's coming back. If they just ignore it, eventually the energy will die out because there are too many other things going on. But the minute the acknowledge it on-camera, they add legitimacy to it and get people thinking, "Is this a work? Is he coming back now?" From there, it will feed on itself until it becomes a monster.
Better to just try to ignore the fans in this instance, since he's not coming back.