Because Fox paid for the rights to air the show.

Studios and networks are separate businesses, even if they have the same parent companies.  A studio division usually sells its shows to its sister network, but doesn't have to.

Another example: ABC Studios produces Criminal Minds, but it airs on CBS.

Well - still not enough to get me to watch The Master a second time.

But I think today is a good day to rewatch State and Main.  And Boogie Nights.  And perhaps even try MI:3.

I would have preferred Helen Mirren.  For either role.