Base movement speed and gapclosers are two different kinds of mobility, whereas health is always just health. Sion gets an offset to his his HP gains by having sub-par base health growth because that's ultimately just a matter of tuning his window of expected health values. By contrast, most mobile champions, even those with low-cooldown dashes, will be mostly using those for burst mobility, whereas their base movement speed is for persistent mobility. Increasing both of those does make a champion more mobile overall, but there is a big difference between a champion with, say, few to no gapclosers, but very high base movement speed, and a champion with a ton of dashes but very low base movespeed.
Take away Lee Sin's base MS, for example, and he doesn't get to stick to targets as well: that might sound good at first, but that also means he has less incentive to stick to targets in the first place, which means he's much likely to operate through pure hit-and-run bursts, which isn't that healthy, instead of sticking around for his passive and putting himself at greater risk. Effectively, Lee would be weaker, but also less interactive, which would risk making him even more irritating to deal with despite his reduced power, especially at low levels.