It’s probably the other way around: why does the F-35 choose to ditch a perfectly fine and effective system (the HUD) and decide to rely solely on a new and relatively high-risk piece of technology to function? While not an all-ending flaw over the years we have certainly seen the HMD system on the F-35 cause a bunch of problems. Weight, cost, technological hurdles such as its image resolution & delay, just to name a few.
One can certainly argue that going all in with the HMD has its share of benefits and I agree, however it’s a risky design choice that probably will take its toll in time, costs as well as time to become fully combat-ready. The US might have an argument for being able to withstand these drawbacks with the JSF program since they had a period of absolute military superiority with essentially no threat of high-intensity war during which the JSF was developed. China on the other hand has much more pressing national defense needs and as such it makes a lot more sense for them to retain tried and true technology (the hud in this case) while dipping their toes in the water, so to speak, with new tech in order to gradually introduce them and familiarize themselves with them without hindering their combat effectiveness.