Because we value more what we build. This was put to the test by researchers Norton, Mochon and Ariely. Their research, published in the Journal of Consumer Psychology, used Ikea furniture and legos. They found that it was the act of building and completing the object, not customizing it, that led to the builder thinking the object was worth more.
This is actually not exactly a new finding. In the 1950s, instant cake mixes initially put off housewives who were reluctant to buy them. Why? They made baking too easy, and thereby undervalued the skills of those housewives. So the mix recipes were changed to required adding an egg. This ingredient/step made all the difference and cake mix sales soared.