For the simple reason that owning a Facebook fan page is not the same thing as having a criterion available in the targeting configuration of a target audience. In fact, these are two totally different aspects of the Meta universe.
To check if your brand/organization has an existing criterion, you can simulate a saved audience and search in the “detailed targeting” area if you have a match or not. These criteria are in constant evolution, Meta can add new ones and delete some.
For example, if you search for “Zara Home” you will find a match but if you search for “Dua Lipa” you will have “no result found”.
👉 Having a page, active and with a large audience does not necessarily mean that you will have your own criteria of interest.