It due to the fact how player "loyalty" (probably not the most precise term for this but I currently lack a better one) is calculated. The longer the player is on the team, the higher his "loyalty" and positive effect on fan survey. Also, his salary plays a part in that calculation there too. To calculate all of the players "loyalty", an average is calculated weighted on the salaries, so a new player with a bigger salary could then actually lower the loyalty factor. It is somewhat offset by the "manager trying hard" factor but obviously not enough. I've probably already said too much but it does explain the illogical way it works.