To some/a fairly large degree, wealth fits a log-normal distribution[1]. A log-normal process is the statistical realization of the multiplicative product of many independent random variables[2]. When we take that as returns are a product (in a multiplicative sense) of investment, the result flows naturally. The basic multiplicative nature of investment returns is a direct cause of our wealth distribution - it couldn't have been different. Want a different wealth distribution? Use a different investment process. Good luck. The political machinations required to do that are left as an exercise to the reader.

1. Upper ranges more closely match a pateto distribution. For.the purposes of this argument, I don't think that is too relevant, but willing to change my mind.

2. https://en.wikipedia.org/wiki/Log-normal_distribution