Because Penn State has never been able to beat Ohio State regularly. Never. Only Rip and Scrap have winning records against OSU, and Scrap is 1-0 only because Joe got fired and OSU was playing without Tressel, who got fired before the season.
The inflection point was 2001 - from that point to this point, OSU has averaged 11 wins a year. PSU is 8.5. In the 24 years prior to the 2001 season, OSU averaged 9.5 wins per year, PSU averaged 9. PSU has defeated OSU 5 times since 2001 - that is tied for the most in that time frame with Michigan (who have won three straight). No one else has come close. Saban has a losing record vs. OSU (MSU, LSU, Alabama). I think Dabo does also (not quite sure).
I know how the games have gone - I watched them also. Close games in 2014, 2017, 2018, 2022 and 2023. So, actually 5 times.
Truth be told, OSU is a better program and therefore better team - and frankly, probably always will be. They have a diferent culture at OSU than most every school, save Alabama, and perhaps recently Georgia.
Penn State is a very good football program, and always has been - it has never been "elite" as defined by most anyone who watches football. Having said that, I think there is more pressure on CJF this year than most, because now, as long as he holds serive and beats everyone he should beat, he has a very good chance to make the playoffs. And from there, anything can happen - but you gotta get there first.