Because I have to. For me, making art and/or creating stories is a need. My mental health suffers if I don't. I start questioning why I exist, what I'm good for, what the hell to do with myself if I don't.
For a long time, I tried to figure out what I could 'do' as a job/career that wasn't art, because clearly I couldn't do ART as a career-- I could never make any money from that. But... I literally couldn't think of anything else I'd be suited for. If I had to go back to college and major in something that wasn't art... I don't know what I'd pick. Nothing stands out as a likely 2nd option.
I took job aptitude tests to see if I had some skills or tendencies that might suggest some potential options. Every. Single. Test. From professional to twee Buzzfeed quizzes pointed me to the arts. If I deliberately answered questions in a way that downplayed my interest in anything creative, the answers were vague, and largely composed of things I'd rather chew my leg off than do professionally.
I am an artist/writer/creator because I don't have any other setting. I've looked.