Because any trophies they win are meaningless. We all know how they got there, any of their more discerning fans would know too.
Maybe it doesn't bother them, maybe they don't care how they achieve success. It would bother me.
As for Utd fans not getting bored of success, they've not swept the board every year and they have at least done it the 'right' way in that although they've spent big it is at least money they've earned through previous success. I've been told to retire my 'buying a degree off the internet' analogy so I will but I think most people can see the difference between achiving success through hard work and having it handed to you on a plate. The former is far more satisfying.
If you're a Simpsons fan think the Stonecutters episode where they keep letting Homer win at everything...