Because it's wet and gets the floor wet, obviously.

But why not wait until before going to bed, and then put it by the door since it's probably dry by that point?

Because I forget to do that.

Why not do something so you can remember to put it out at night?

Well, I tried this trick I heard about a can of tomatoes...

You could move to some area that has little rain during the day in the summer and the rest of the year it's snowing or so cold you will directly notice (and regret) if you forget the hat/gloves/coverpants?

How about "doing something" like "Siri, remind me at 9PM to put out my umbrella"?

The umbrella is just one of potential examples of $thing_to_do. But for me putting umbrella next to the door didn't really work. I'd have to put it on the floor for it to work, and I don't like putting things on the floor - though it's another highly effective solution :)