Because many women want to get engaged. They want the proposal.
Because many people (usually women - and I am a woman!) want the fairy tale day, with the big white dress, the flowers, and the instagram pictures.
Because many people (again, often women), think that if they get married, their relationship will be stronger, and their sense of insecurity will go.
Because some women want children and want the protection of giving up (or reducing) work to look after said children.
I never believed in marriage - why would you when half of them end up in divorce and who knows how many who don't are actually happy? I got married because my then DP wanted to. We did. We divorced ten years later (20 years together in all).
Flame me all you want but if the above weren't true (at least in large part) most weddings (not all, but most) wouldn't cost as much as they do, most engagement rings wouldn't end up in pictures on social media, and getting married wouldn't be higher on the wish list for women than it is for men.
Of course there are people who get married for other reasons.