React - Passing a function v/s calling it on click

Question

I've noticed that sometimes react doesn't execute an onClick reference & we'll have to wrap it in another function that executes it. What are the cases/ reasons for this behaviour

Eg:

export const DemoComponent = () => {
    const sayHello = () => console.log('Hello');
    return (
        <>
            <button onClick={sayHello}>This will work</button>
            {/*  Why does the below not work? */}
            <button onClick={window.location.reload}>This will not work</button>
            <button onClick={() => window.location.reload()}>This will work</button>
        </>
    );
};