I think that most of the people who ask "Why do you say...'" (or, even more, those that ask "Why don't you say ...'" mean, ultimately, "Why don't you do it the way we do in my language? When phrased that way, the answer is, almost always, "Because we don't!" (which is only another way of saying that different languages are different. Most of the discussions in this forum that attempt to offer explanations (especially of syntactic constructs) do so by trying to point out a relationship to some other language. Obviously, in the case of Spanish, one can often offer some precedent in Latin, but, really that's an "easy" answer. Often, some other Romance language does not handle things in the same way. So you're back to "Why in this language and not in that language'" The usual span for linguistic changes is centuries. It's not as though somebody decided as some point "Let's say ... this way" (which might offer the possibility of asking that person, "Why'").
One of the hurdles that one faces, when studying a foreign language, is to learn to accept "That's the way it is." as an answer. It may be easier to remember if it relates to some already known construct but , ultimately, it's always "That's the way it is!" What seems to one person a reasonable/helpful parallel is unlikely to be helpful to someone whose language is from a different family.
Even when one can say "because that's the way it was done in Latin (for example)", one could ask why other Romance languages didn't do likewise or why is this done the way it was in Latin and not that (some other feature). At some level, it always comes back to "because that's the way it is".