The AI chairman probably doesn't rate them as "star" names, despite good stats.
I've played as Chelsea a couple of times - FM07 and FM08 and in both I found the chairman to be demanding in two areas: 1) success and 2) "star" name players.
I tried an experiment once in FM07 to keep Chelsea interesting (was awaiting 08) and kept all my signings under 21. Won league cup and the
Prem, semis in Champ League, quarters in FA cup. Fans delighted, chairman happy with success, but still disappointed.
I kept my policy through the summer, selling the rest of my 22+year-olds and bought in some more classy players. Chairman bought some "high profile" players on my behalf - Belletti (before he was picked up IRL), Podolski, and a Portugese DM I can't remember... from a Russian club.
This personality foible of AI-Abramovich is pretty realistic, though. Rumour has it The Special One never wanted Shevchenco but was bought anyway.
Ant