Because the proof is in the pudding.
Real pentests are about showing exploitation, merely enumerating vulnerabilities, that’s vulnerability scan and works on known vulnerabilities.
You can’t confirm a vulnerability by _not exploiting_ it, especially unknown one.
You can still exploit a system and easily prove it via simply popping a shell or calc.exe or updating a database with a new entry, etc… They didn’t have to let it loose on the network. If that system was air gapped - problem solved.