Because osmotic pressure is a result of thermodynamics.

Enthalpy of solution + first law of thermodynamics.

Salt dissolved in water is in a very "stable", low-energy state, and getting it out necessarily requires a lot of energy input.

Imagine two columns of water in a single U-shaped pipe, with a selectively permeable membrane at the bottom. One column contains salt water. The columns will have unequal levels, because of the osmotic pressure.

If you had a different type of membrane that had a different pressure, you could swap it out and see the water level change.

Repeatedly swapping the two membranes would allow you to pump water up the column, and you could siphon off this energy to create a perpetual motion machine, with some extra energy to spare.

Thanks. That's very good example I have not thought of.