Because you often -- and accurately -- enough hear that you can apply all the rules of grammar, and even all the rules of style -- omit needless words, be wary of adjectives, use the active voice, etc -- and still perpetrate prose that has all the liveliness, color, and firmness of soggy tissue paper -- white tissue paper at that.
But then it does one vital thing for your style: it focuses you on the words used, and the arrangements you use them in. It doesn't prevent the writer from slapping down chunks of ill-thought-out prose, but it's just about the only thing that will allow the writer not to. In order to get your words to jump through hoops, you have to keep an eye on them. And to position the hoops for them to jump through to form an interesting sentence, one that will induce the reader to read the next sentence, you need to watch how you are arranging them.
Writing pastiches is even better for attention to words, but odds are you don't want to write pastiches forever. At some point you want to boldly strike out for new territory, but you still have to watch your words and see that they communicate what you want them to. Pastiches can help teach the habit, but the rules can keep you focused on the words.
And then, of course, you can't stop. You are reading along in another author's published work and thinking "unnecessary progressive voice there." Just one way that writing will change how you read forever.