It's just not an option in most leadership positions. When news comes down that the NSF budget is likely to be cut 55%, being the director of the NSF means deciding how that 55% cut is allocated. Your subordinates need advice on how to make funding decisions, and guarantees that you'll preserve funding for X and Y and Z which are particularly important. And once you start offering such advice and guarantees, you're an active participant in the cuts, no matter how much you personally wish they hadn't happened.