Easy, because Mages have a greater Margin-of-Health needed to be able to kill someone, meaning that enemies at a higher percent of health aren't as safe compared to other champions. Versus an ADC, being at 75% health isn't as worrisome, but against a Mage, you're a lot more wary. When it comes to laning against Mages, the important factor is staying above the margin-to-kill (Let's call it that to be succinct) and avoiding their set-up ability.
Sustain is a counter versus DPS, because a DPS Champion doesn't have that much burst relatively, some outliers excluded. If you do 20 damage every second to an enemy who heals 10 a second with 100 health, they've effectively cut your DPS in half. Early GV is needed because of this, the more health they have left, the longer they'll be able to sustain, the longer the fight goes on, and the DPS gets outclassed. They need GV at the start of the fight, else they lose a lot of Net DPS because of it.
Compare that to a mage. They can do 60 damage a second, or even 100. Even if they don't kill you, having GV as an item early puts the enemy sustain champion in an unfair situation, where they just simply lose. They're already down a majority of their health, and any hope of sustaining through enemy CD's is limited thanks to GV. They've already effectively lost. Tie that alongside Mages being able to poke, they can whittle down your health, limit your ability to regen, And bring you closer to that Margin-To-Kill.
Of course, some Mages like Azir and Cass are DPS-like Champions, but they're outliers, and typically have tools most other AD DPS don't. This is why Mages are held back behind a 3000 Item build, because Sustain is already weaker against Burst than DPS.