Why faith is somewhat of a mystery and I doubt this side of the grave we will fully understand the why - all we can do is accept what the scripture says:
Heb 11:6 And without faith it is impossible to please Him, for he who comes to God must believe that He is and that He is a rewarder of those who seek Him.
1 Pet 1:7 so that the proof of your faith, being more precious than gold which is perishable, even though tested by fire, may be found to result in praise and glory and honor at the revelation of Jesus Christ;
1 Pet 1:8 and though you have not seen Him, you love Him, and though you do not see Him now, but believe in Him, you greatly rejoice with joy inexpressible and full of glory,