Because setting up a shortcut once for many hundreds[1] of sites is more demanding work than typing ! each time.
There's a bang for almost every site I frequent, and when a site changes its domain or search URI the bang is updated to reflect it almost immediately with no work on my end.
After a few weeks of acquainting myself with the bang system, I started to see web search from a completely different perspective. I think of a search engine now as less of an "everything index" and more of an "index of contextual searches". My mind, instead of just thinking "I'll google it", thinks "I'll choose a context for it".
Google is like a system-wide grep whose output is altered by advertising, and DDG w/ bangs is like a vast collection of commands piped into a grep.