I'll answer, assuming you asked with some good faith. Not every statement of doubt or disfunction is an allegation of conspiracy.
Dexamethasone effectively treats the late, inflammatory stage of COVID19 where most virus is dead but still physically present.
The promise of other licensed medications is partially from their antiviral properties which means they're only expected to be effective as early stage medications.
So that's the difference. Different application. In the same way you wouldn't use Dexamethasone as an interchangeable treatment with monoclonal antibodies or remdesivir, which are also early stage treatments.
The point is that Ivermectin worked, Merck would be pushing it hard because it's a heck of a lot cheaper to make an existing drug you already make then get through R&D and clinical trials for a brand new drug which doesn't yet exist.
What's the difference between dexamethasone and hydroxycholoroquine/ivermectin/next-consipracy-theory?
It's been proven to work. There's no conspiracy, just pharmacology is hard, and people's random hunches typically don't work out.