That is because it is the mentalist's job to make you believe in what he or she is doing. Otherwise the show will pretty much be a huge flop. When a magician does something such as Metal bending. It looks less impossible and turns into a cute party trick. The same can be said for when a magician tries to add mentalism to their act. It just looks silly and ruins the entire principle behind Mentalsim. Which to invoke the belief that the performer can actually read your thoughts or do what he/she is saying they can do.
No, the mentalist's job - his actual job - is to put on a really good show and to convince people they didn't buy $80 tickets for nothing. If he can convince you he's honestly, super honestly real? A real psychic? He's doing a great job! But it's by no means a requisite.
Maybe what you're thinking is, you know, the theatrical aspect of it all, and that a mentalist should be in character and portray himself as real, the same way an actor portrays their role in a movie as real. Yes! But you can't expect them to actually convince a rational crowd of human beings that psychic phenomena exists through billet work and metal bending.
As for their show being a huge flop... I don't believe for a second that Derren Brown is really some body-language, NLP psychology master. I know it's all tricks. His shows are not flops to me (and before you say, "Oh, I meant laymen!", I can say the same for the non-magicians among my social circle). This goes for pretty much every other mentalist ever.
Your statements about magicians doing mentalism are generalized, butchered arguments from the age-old magic vs. mentalism debate. I will say this: presentation. David Blaine was my first experience of mentalism, when I was just a little toyrobot and didn't know any magic. He revealed thought of cards and numbers, and did a drawing duplication. He sold it, and I bought it, completely, and so did many other people.
And, again, since you recapped yourself, I will too: a professional mentalist's job is to put on a hell of a show. The vast majority of his audience knows he is not psychic. They may not know how he did whatever he did, and they may be entranced by his devotion to character, and they may suspend disbelief and enjoy the theater of it all - but
no.