Because you don't have to? The music is always there, what you are paying for is the new releases, thousands of them. You are saving a trip to the record store and countless dollars (or £, or €) buying something you may listen to a couple of times or once.
You are also paying for the luxury of listening to so much content that you might never hear on the radio or find in the record store. Yesterday I stopped in at a local place and bought 4 used CD's, that hasn't changed. Some were old favorites I always wanted to have, others were cuts I'd recently heard on Tidal Hi-Fi and I wanted to own them.
You can actually download many of the Tidal selections too. I thought about doing what you're saying, but discovered there really isn't any reason to go through the effort.