Several reasons… Primarily, because the ground underneath shifts overtime, particularly in area, subject to a freeze and fall cycle. But you also have to solve

Several reasons… Primarily, because the ground underneath shifts overtime, particularly in area, subject to a freeze and fall cycle. But you also have to solve for water flow - if you build a solid stone wall with concrete, you also need to add drainage on the backside of the wall. With dry, stacked stone, you can often get away without a complex drainage solution