If you're asking why they don't land it on a floating barge like Falcon 9, there are two reasons. One is that landing back on the launchpad lets them refuel and relaunch immediately. The other is that landing legs are big and heavy and significantly reduce the payload capacity. If you're already landing on the launchpad you might as well add arms to catch it. The mass of the arms is free because they're on the tower instead of the rocket, and the rocket only needs tiny nubs to catch on the arms instead of giant legs. Also the arms double as a crane to lift and stack the rocket on the launchpad.