This seems like an easy one to guess - your immune system has been developed over a very long time, is highly complex and has layers of defences everywhere that are all a little different. Training it to look for coronavirus in your muscles is less effective against coronaviruses than training it to look for infections in nasal mucus where said virus is actually trying to enter and exit the body.
There's a nasal flu vaccine as well. Theoretically, it's supposed to induce immunity in mucous membranes and prevent infections in the first place, rather than merely reducing symptom severity. As for how effective it actually is at those goals, we'll have to see.
Your immune system has different "compartments." The mucosal immune compartment produces its own antibodies and its own immune response. The "jab" did not immunize the mucosal immune compartment, so people could and did catch and spread Covid - but they were protected from developing a serious infection because the virus was unable to spread in their body further. As it invades through your respiratory system, vaccinating the mucosal immune compartment means its stopped at the point of entry and does not spread to others or develop into even a mild case.
