Because a pawn isn't a piece, it's a pawn.
Promote a pawn to a pawn

Pawns can only move (and capture) forwards. You may as well take the pawn off the board if you're going to promote it to a pawn, since it would only become a harmless blockade.
Yah, that wouldn't make much sense. On a side note, what is the procedure if, for example, you still have your queen on the board, and you promote a pawn to a queen? Normally you don't have extra queens lying around, or do you?
According to the FIDE Handbook, Section 3.8, subsection e, pawns must be promoted to a queen, rook, bishop or knight once it reaches the farthest rank from its starting position (8th for white, 1st for black). Allowing it to remain as a pawn is illegal.
I don't really see why you would want to anyway. It would only be able to sit there and do nothing. The same objective can be done with a rook or bishop given the nature of the position, either of which would be better in the long run.
Yah, that wouldn't make much sense. On a side note, what is the procedure if, for example, you still have your queen on the board, and you promote a pawn to a queen? Normally you don't have extra queens lying around, or do you?
If that were to occur in a casual game, the two of you would make something else as a stand-in for an extra queen. My personal choice is an upside rook or perhaps a checkers piece.
In a tournament, they'll have extra pieces handy for this kind of situation.

I would suggest promote a king should be allowed if the chess rule is changed. So, opponent should catch both kings in order to win a game.

Yah, that wouldn't make much sense. On a side note, what is the procedure if, for example, you still have your queen on the board, and you promote a pawn to a queen? Normally you don't have extra queens lying around, or do you?
If that were to occur in a casual game, the two of you would make something else as a stand-in for an extra queen. My personal choice is an upside rook or perhaps a checkers piece.
In a tournament, they'll have extra pieces handy for this kind of situation.
Also, some tournament quality sets come equipped with 34 pieces, including an extra queen of each color.
Would it be permissible to promote a pawn to a pawn, if one so chose? This would, of course, have no concievable advantage. But if a pawn can be promoted to any type of piece except a king, why should you not be able to promote it to a pawn?