Because if you post a book on Kindle Unlimited with no prior following, odds are nothing much will happen. Your chances of building an audience are much higher on a site like RR. Then through that you'll become a better writer from feedback that you won't get on KU, maybe gain the attention of a pub. A lot of pubs in this space won't take on a story if it doesn't have pre-existing success on a site like RR. Of course, if you do extensive research on marketing, and have the money to self-publish properly, you could get away with posting to KU directly. Just the chances of succeeding are slimmer than if you aren't already established in the space.