Simply put, because flour was expensive, and sawdust was not. Food adulteration became rampant in the 19th century, largely out of greed, but for a good while before that, bakers especially would stretch the flour with whatever they could in times of shortages. Sawdust, plaster dust, alum, or any other lightweight, white substance would bake up into an edible loaf, just not a tasty or nutritious one. On the eve of the Revolution, harvests were terrible and only the aristocracy were eating white bread. The peasants were eating bread made out of whatever they could find, and for some bakers, that included sawdust. It was better to have bad bread on the table when that was all there was to eat than to have no bread at all. The colour of the loaves, a dark brown due to the types of flours available, hid the additives and adulterants well. But over time, this would lead to chronic malnutrition, and for vulnerable people like the elderly and young children, death. It wasn't a choice so much as a necessity. Food shortages were so bad that Louis XIV tried to get the French to accept the potato as a crop and source of food instead of wheat by eating a meal made entirely of different preparations of potato in pre-revolution Paris. But it didn't catch on. People wanted bread, not weird potato rolls, and saw this as another ham-fisted attempt by the monarchy to avoid the real problems of the people and dupe them into complacency.

This is similar to how Germans on the homefront in WWII were making bread out of silage, a fermented animal feed, just to have something in their bellies as the Allied blockade of Nazi Germany was working very well indeed. In times of famine or starvation, substitutions for bread are a common resort, since bread is the basic food that most people relied on, especially in the pre-1950s diet. When you consider that for most of history, people in the West got a good 50% of their daily calories from bread, it's hard to overstate the importance of it to most diets of working people.