Because look at those dolls, that's why.

I, like a number of other BJD collectors, have looked upon the art of the Rozen Maiden dolls in both the manga and the anime series and gone 'yeah. I want that on my shelf.' But there's a minor wrinkle in this plan, if you want a largish, jointed doll with proportions like in the fiction (rather than, say, a big-headed Pullip):
Like in BJDs in general, you really gotta DIY.