Because Jesus told the Apostles that they have the power to forgive or retain sins (cf. John 20:19-23). In order for the Apostles (and their successors, our bishops and priests) to know whether to forgive or retain sins, they have to hear them.
Naming/identifying sins you have committed also shows a sense of mastery over them. What do I mean? Well, God said to Cain: “If you do not do well, sin is couching at the door; its desire is for you, but you must master it.” (Gen 4:7) In the ancient world, naming something meant having authority over it (as Adam did with the animals). So too, naming the sins you have committed puts you in the position to claim mastery over them (i.e. victory over and freedom from sin), not subjection to them (i.e. slavery to sin). Once we can admit to the sin and announce it, we are the road to recovery from the shame we receive from committing it.