Basically, they are public servants. Their position is to carry out whatever directives are handed down to them. If they feel they can not actually carry out those positions, they resign because it's a sort of honor thing where you shouldn't hold a position if you aren't willing to do what the position requires. Some of these guys have been doing this stuff for like 20+ years under different presidents. They would rather quit the position than compromise the essence of the position... They may be sorely needed, but if they can't actually do the things that they are sorely needed for, then I imagine it doesn't count for much in their minds.
Plus, also not many people, at least in position of something so subtle as an ambassadorship, probably wish to retain the benefits they have accumulated as opposed to lose them if fired or something, and also I imagine they get themselves out of their situation because not many people want to be work at a hellhole.