Because there are two types of people watching Sherlock. The ones who care about Lestrade as an actual character and the ones who are happy to see him as the stupid copper or comic relief. And both types of people watching Sherlock see what they want to see.
The ones who like Lestrade see his knowing grin when he watches Sherlock go and hear his reminder to come in again and realise how closely Lestrade listens to Sherlock’s deduction and know that of course he’ll figure it out. Maybe not as fast as Sherlock but he’ll get it and he knows who shot the cabbie.
And the ones who like Lestrade as the comic relief are happy to hear Lestrade’s exasperated “Sherlock” and see Lestrade not following Sherlock’s line of vision and think he’s funny when he lets Sherlock go and Sherlock got the better of Lestrade again like he probably did before.
And you know whose side I’m on in this because I love Lestrade but the other option is also there. In the writing and it only got even more evident in the last season. So it’d be great and incredibly when people would give Lestrade the attention and thought he deserves. Viewers as well as writers. But the show’s called Sherlock and that’s always were people’s attentions will mostly lie. And that’s fine with me. Let others watch Sherlock. I’ll happily watch Lestrade be fantastic in the background or on the side lines. 😉