Because the best thing to introduce into a program that has had coaches and athletic directors with anger management issues is another coach with an anger management issue.
I'm not saying Bo Pelini would be worse than Al Golden. It would just be a different kind of awful, the awful that comes from having a coach whose antics you wouldn't be able to stomach. (as opposed to a coach that turns your program into an Charlie Weis at Kansas-esque dumpster fire)
Hell, why don't we just hire Charlie Weis and get the best of both worlds. He does have "Jersey connections", after all.