Because it takes sincere, heartfelt, common belief for a Heroic Spirit to be changed. Most of them have been, as explained in-story, softened and made better by the modern shift of hero from "someone who accomplishes incredible deeds" to "a noble, inspiring figure who bravely faces terrible odds for a greater good." "To be accepted as fact" is part of the defining necessity to form a Heroic Spirit around.
This is also why, irrespective of what Nasu might have said before we actually got him in the story, I would have said that Sherlock Holmes was a Heroic Spirit, because people honestly and earnestly believed he was a real person who did a real thing. People wrote letters to 221B Baker Street addressed to Sherlock Holmes, that was how widely he was accepted as a person who existed.
But this is why modern fictional heroes can't really be Heroic Spirits — unless you make them heroes of alternate worlds instead — because society has a better defined relationship with reality than it did even just 100 years ago. Kids from the 90s might have dreamed of getting a Hogwarts letter delivered by owl on their eleventh birthday, but after the magic of childhood dissipates, those children grow up to recognize that it was just a fantasy and never real. That's why Harry Potter can't be a Heroic Spirit, why Cloud Strife or Vash the Stampede wouldn't qualify either, nor Superman or the Master Chief. We recognize them as inherently fictional, and so we can't believe in them to the degree where they become Heroic Spirits for real.
Relevant to this chapter, the mere fact that people recognize PotC as being fictional, a movie series that wasn't meant to be historically accurate, should thereby prevent a hypothetical Davy Jones from being a squid-faced, crab-armed monster who secreted away his heart into a treasure chest and buried it in a secret spot, who also happened to be estranged from his sea goddess lover, Calypso.