Because that's how the people who invented Java made it...
If you need to return a return value to the operating system (so that you can use it in for example a batch file or shell script), use System.exit(n); to end your Java program (where n is the return code).
In C and C++, the return value of the main method can be used by the calling shell (e.g. bash). In Java, you use System.exit to give this value back to the calling shell.
