Because there's an overhead to make a connection, authenticate, set the default parameters on the connection, etc. I've never seen a framework that closed db connections between requests.

Of course, the better design is to write a nonblocking worker that can run async requests on a single connection, and not need a giant pool of blocking workers, but that is a major architecture plan that can't be added late in a project that started as blocking worker pools. MySQL has always fit well with those large blocking worker pools. Postgres less so.