Because we want a lot of shit from the government....

The Volokh Conspiracy:

"Why should we have a general presumption against government regulation of speech or religion? Why not instead support censorship when it 'works' by improving the marketplace of ideas, and oppose it when it doesn't? Think of all the misleading speech and religious charlatans that government regulation could potentially save us from! The answer, of course, is that government regulation of speech and religion has systematic dangers that are not unique to any one particular regulation. Given those systematic flaws, it makes sense to have a general presumption against it.

The same holds true for government intervention more generally, including in the economy. It too has systematic flaws that justify a presumption against it. Three of those flaws are particularly relevant to current policy debates."