There are two main reasons,
#1, History and tradition.
Freemasonry was formally organized as the fraternity it is today in 1717, the structure of administration was based on that of the labor guilds from which Freemasonry was born.
Each guild was an independent business of sorts, and had its own leadership structure. When many of these guilds were located in the same general area, they would organize regional governing bodies with elected Representatives from each guild. The purpose was to make rules to ensure that the individual guilds could work together when necessary as well as compete when necessary, while maintaining consistent quality as well as limiting bloodshed. Each guild would adhere to these agreed-upon rules, but each was also free to have their own rules based on their own needs and traditions, so long as these rules did not conflict with the agreed-upon rules of the regional body.
In Freemasonry, the agreed-upon rules that apply to all are called "Landmarks", if a Lodge or Grand Lodge does not follow the Landmarks, they are not recognized as legitimate Masonry, otherwise called "irregular".
A Masonic Lodge is similar to an individual guild, and a Masonic Grand Lodge is a regional governing body. There is no authority greater than or over a regional Grand Lodge, and the various Grand Lodges recognize each other as equals so long as they follow the Landmarks. Each Grand Lodge and each local Lodge also has their own rules and traditions that may be unique, but are okay as long as the Landmarks are not violated.
#2, Individuality and liberty
Freemasonry is a very individual kind of thing. The overall destination is the same but each Mason has a different way and means to get there. The lessons are subjective based on the individual.
Masonry is in part philosophy, faith, education, art, morality, reason, etc. studied together and in relation to one another. Many of these things are not subject by nature to the authority or regulation of man, therefore one man is unable to speak for all of Masonry as his experience, opinion, and point of view is unique to him and him alone.