Because it's a very effective theft deterrent. All of my Apple devices have Find My turned on. If someone steals my MacBook or my iPhone, I can track them with the app. I can also remote wipe the device and brick it until my password is entered. If Apple agreed to remove the Activation Lock for the thief then they would get the full benefit of stealing it. Since Apple has an ironclad policy of refusing to remove the lock, there is nothing a thief can do to remove it.

If the thief cannot unbrick the device in any way, it is worthless to them. This deters stealing.