How do you know 'player A' (and i'm not naming names here) won't be sold to Turkey in a few years for £6m, and then get released.
That risk is worth taking when you are trying to get from lower Prem small spenders to the next level. The risk becomes much higher as the stakes get higher- Europe, CL, Top 4, whilst the reward stays the same.
We're not in a position where we need to take a risk on players, particularly when you generally only get a run of 1 or 2 seasons to try and establish yourself on that top tier. By all means look at promising talent, developable talent, but when you get an opportunity to get elite talent, you gotta take it if you are us right now.
We got lucky with Pau's price tag, but even at a higher price it sends a message to the rest of the league, which can be worth millions in revenue in and of itself.