Because a ton of people ~5 years ago decided to do entirely separate mobile sites instead of responsive designs and we have now ended up with the mess everyone said we'd end up with.

Some websites have tailored a completely optimized experience for mobile. For example, if homedepot.com detects your device as "mobile", it will redirect to http://m.homedepot.com/ otherwise it will show content from http://www.homedepot.com/. Try it on your mobile device versus desktop and see what happens.

Also, see this article:

http://www.smashingmagazine.com/2014/07/22/responsive-web-de...