For several reasons. One is that the best way to protect vulnerable populations is to make sure the virus isn't spreading out of control in the non-vulnerable population.
Second, there isn't really a non-vulnerable population. The risk of dying if you're relatively young is low, but it's not zero.
Third, the death statistics don't really cover the long-haulers; there are people who have serious complications for months at least. Damage to heart, lungs, and neurological problems may be permanent.
Fourth, if you overwhelm the capacity of the local health care system to care for sick people, a lot more of them are likely to die or suffer worse complications.
Fifth, we don't know how long immunity lasts. Having a cycle where all the healthy people get Covid-19 once a year isn't sustainable.
Sixth, if it some point one were to decide (like Sweden did) that herd immunity is a bad idea, your country is now in a much worse position to try to eradicate the virus by social distancing and masks. For instance, the United States reduced new infections by about a half between mid July to mid September; that's about two months. If that's the best we can do, it means that every time we increase the number of cases 2x (like we've just about managed to do in October), it means we've added 2 more months at least until the pandemic is over, if herd immunity doesn't work and a vaccine isn't forthcoming.