Because there is vastly more state in the world than there is code. And frankly, most state is not that important. Just wait until you work with a sufficiently large immutable system, they are an operational nightmare.

You should opt-in to immutability when the state calculations are very complex and very expensive to get wrong.

I do wish mainstream languages had better tools for safe, opt-in immutability. Something like a "Pure" attribute you assign to a function. It can only call other pure functions and the compiler can verify that it has no state changes in it's own code.