For option spreads, why ought the debit paid $le 75%$ of the strike width?

These are just suggested guidelines. The 75% comes from tastytrade (your link) which was founded by Tom Sosnoff. He was a CBOE market maker for 20 years and he created the option platform Thinkorswim which he sold to Ameritrade for $700 million. At a minimum, this guideline comes from his decades of experience and I wouldn't be surprised if he did extensive backtesting to arrive at this number.

Bear in mind that these are just guidelines. When writing against a deep ITM far dated call, you have many choices for the expiration and strike of the near term OTM short call. If you sell a nearer expiration, the premium is less but you have the potential to obtain a higher ROI (more writes), as compared to sell a longer expiration for a non linear larger premium and a lower ROI (fewer writes). You may be less bullish (sell a lower strike) or more bullish (sell a higher strike). It's not as simple as a monolithic decision that 75% determines the months and strikes.