Because the police is not interested in catching the criminal. They are interestesting in arresting somebody that could get realistically convicted.
they need the statistics to look good.
police officers have been known to get the wrong belief.
police officers do lie, and they commit perjury. Can land you in innocently in death row. (And the funny part is, because a crime needs to be proven, and many of the crimes that law enforcment commits require intend, and intend is always very hard to prove, these creeps tend to go home freely.)
From having seen it myself, an interrogation is quite often not much better than bullying the "suspect" into confessing. "Ok, so you don't want to confess, no problem, let us book you, and we'll talk again with you when you've lost your job for not being there for some days. In the meantime we'll probably have to check on all your family, bring them in for interrogation, I'm sure their employers will be understanding if we question them for a day, ...." While many innocent people might be okay with fighting for their innocence, see how many won't try to avoid pulling their family into the hole?
So basically, never talk to the police tends to be a good starting point. Try to prepare mentally. Use any breaks the system allows you, and that means "do not talk" and "ask for a lawyer". Fact is that nearly everything you say can be twisted into making you look bad.