The merits of gravel traps versus tarmac run-offs have been hotly debated for some time. Gravel traps do have a number of drawbacks, most notably, how easy it is to get stuck in them.
However, a lot of fans actually like that. If even the slightest mistake could be punished by getting stuck in a gravel trap and retiring, that makes things more challenging for the drivers, which is something many fans welcome. Formula One is the pinnacle of motorsport, and it should punish you for making mistakes - or so the argument goes. Philip Kendall's comment is a great example of that mentality.
Furthermore, one of the main criticisms of tarmac run-off is that, not only does it not punish drivers for making a mistake and running wide, but it can actually encourage them to run wide on purpose, carrying more speed through the corner while completely ignoring the track limits. Of course, the FIA will (usually) punish you for doing that, but if there's a gravel trap there, you can't actually do it in the first place.
There are likely two other aspects to this: tradition and time/cost. Formula One is a very tradition-driven sport, and changes are often met with hostility even if they have net positives. Sprint races are the most recent example, but the halo, the switch from V10s to V8s and then hybrid V6s, and the ongoing debate about scrapping Monaco are also good examples.
As for cost, I don't know how expensive it would be to replace every gravel trap at (say) Hockenheim with tarmac run-off, or how long it would take, but I can't imagine it's quick or cheap to do. And you'd have to close the circuit while you do it, which is a further blow to revenue.