They inevitably have to cut some things because if you included everything then even a moderately sized book would be like 4 hours long.

Also, movie and TV adaptations have to deal with practical limits. The author is only limited by what they can describe, the adaptation is limited by what the special effects team can pull off. Game of Thrones removed or merged a lot of characters because they didn't have an infinite casting budget and the books have about a billion named characters.

The Sandman TV adaptation removes only a few things from the comic, and once you list them you can see the pattern. John Constantine becomes Johanna Constantine. There's no mention of the Justice League. The Martian Manhunter doesn't show up. Scarecrow isn't there. I realised pretty early on that evidently they didn't have the rights for the DC Universe beyond Sandman himself so all of that got cut.

And sometimes it's just creative differences.

The creators of the film are not obligated to be 100% faithful to the books. It is not inherently bad to do things different. It's an adaptation, not a recreation. Personally, when a favourite book of mine is adapted, I often want it to be at least a bit different, because I already know the story of the book and don't particularly want to see exactly the same story I already know. My favourite parts of the TV version of Good Omens were the parts that weren't in the book, because they were new and exciting.