In short, because everyone is a terrible lecturer. And there is proof from cognitive science studies:

In these test settings, various science curricula were revamped to get them to jibe with the latest cognitive science research on effective learning, which points to more interactive approaches that include immediately and repeatedly putting new information to use. Students in science courses were continually peppered with questions that they all had to answer via wireless handheld clickers. The students were frequently broken into small work groups to try their hands at solving problems using the material they had just learned, and they took at least two midterms each class.

The results have been eye opening. In a study published in the journal Science, one section of a University of British Columbia physics course about electromagnetic waves was taught by the cognitive approach, while another section was taught by the standard course lecture. The first group scored an average of 74 percent when tested on the material, while the second group scored only 41 percent. “We’ve been able to clearly demonstrate how much better we can do in teaching students,” Gilbert says.