[nemo1618]

Because our experience of the world is the thing we hold most dear. We associate it with our identity, to the point where the two seem inseparable. The idea that we are "in the world, but not of it" is very deeply ingrained. Our tendency towards introspection alienates us from nature, and leads us to the conclusion that there must be something that sets us apart from the rest of the animal kingdom. Just about everyone has a deep-seated desire to be special, to be destined for a higher purpose -- and that view is not (generally) compatible with the notion that consciousness is an emergent physical phenomenon, rather than evidence of a soul.