Because Jesus told us to do it that way. When Jesus came down he gave forgiveness and gave the same power to the Priest.
Got a question for you,

Do you believe that Jesus could forgive sins? Do you believe that Jesus had the Power to forgive sins? Do you believe Jesus said all power of heaven and earth have been given to me, What my father has given to me, I now give you to you.
John 20:23 Jesus gives his apostles the power to forgive sin.
Now if Jesus gave his Apostles the power to forgive sin, but did not want us to confess our sins to them, why would he give them the power. What was the Purpose?
There is only ONE MEDIATOR between God the Father and men, the man Christ Jesus (1 Timothy 2:5). Not one mention is made anywhere in the N.T. of an Apostle ever forgiving someone’s sins.
Concerning John 20:23, Jesus told his disciples that repentance and remission of sins should be preached in His name. (Luke 24:47)
The apostles destroyed sin with the power of the Gospel through preaching. This was Christ’s instruction to Paul also (Acts 26:16,17.)
In order to be pardoned, the sinner must listen to this preaching and receive Christ as personal Savior and Priest through faith (Acts 3:19, 5:29,15:7-9).
Do you see the common thread here. Preaching is the medium used to bring people to true repentance and saving faith In Jesus Christ alone. The apostles were authorized only to announce the terms of forgiveness, and that upon the basis of God’s previous appointment. Literally, the text suggests: “Those whose sins you forgive, have already been forgiven; those whose sins you do not forgive, have not already been forgiven.
This conclusion is confirmed by the fact that the apostles, on the day of Pentecost, in harmony with the Spirit’s guidance,
did not personally forgive the sins of anyone; rather, they merely announced the conditions of pardon to which men and women were amenable. To believers who sincerely inquired: “. . .what shall we do?”, Peter responded, "Repent ye, and be immersed every one of you in the name of Jesus Christ for the remission of your sins. . . " (Acts 2:37-38). "They then that received his word were immersed. . . ". Thus, upon the basis of this testimony, they received the forgiveness of their sins.
When Stephen preached the Gospel in Acts 7, he never offered to forgive anyone’s sins. When Peter preached the Gospel on the Day of Pentecost in Acts 2, he never offered to forgive anyone’s sins. When Paul witnessed to King Agrippa in Acts 26, he didn’t offer to forgive the king’s sins. When Peter was dealing with Simon the Sorcerer, he didn’t tell simon to confess his sins to him and he would absolve him. No, Peter told him to go to God.