because its the rule of their movement. and without rules baseball pitchers would use cannons, hockey goalies would nail plywood in front of the goal, and white would win every game with 1. Bfxe8# unless of course black decided to go first (perhaps this is how chess is played in Nigeria) and play 1. Bfxe1!#
silliness aside though, bishops used to only move one square diagonally forward and couldn't retreat (i think i'm remembering that correctly..) in the 1500's along with the queen's enhanced movement, and pawns moving 2 squares on their first move, bishops were also changed to their modern-day diagonal line movement.
Why are they only go in a diagonal line