Because he plays differently at Madrid than he did at Chelsea.
Firstly I would argue that passers like Modric and Alonso are more adaptable because of their skill and could play a direct system or a patient system, but players more suited to playing direct aren't as adaptable since they simply don't have it in their locker to pick apart a crowded defence and play in space.
But really I think it's important for any manager to get the players he needs for his system, I think that is becomming more and more common in today's game, with guys like AVB and Rodgers around. It's not because I'm an AVB fan, it's because I believe that any manager needs players that fit the system they want to play. Mourinho at Chelsea played with one striker, and Drogba was perfect for it. But Kezman and Shevchenko weren't, so even there if you don't have the right players it may not work out.
AVB can tweak a system all he likes, but I think he has a fundemental idea of how the game should be played, regardless of formation. And that seems to be quick pressing, winning the ball back as quickly as possible and keeping it from the opposition as much as you can. It involves being patient, and drawing out packed defences with intelligent, incisive passing moves. Missing out on a Modric style player and replacing him with someone more direct I don't think will be good for us.
It's not just because I'm an AVB fan. Any manager needs the right players. Rodgers is getting rid of Carroll because he isn't the right player for his system. Harry type managers are more adaptable, but ones that have a very specific idea on how the game should be played generally need the right players to play it if they are going to be successful. Because they focus on a system rather than just the players, it can lead to the whole being greater than the individual parts.