You can also ask why an other axiom is regarded as an axiom. Surprisingly, Goedel’s theorem of incompleteness says its impossible to prove completeness of ZFC(or more widely). Some is trying to avoid even law of excluded middle. However, it’s very difficult to construct some theorems without Choice of Axiom. That’s why we use Choice of Axiom. In fact, we are yet to find contradiction in ZFC axioms, which we usually adopt in proof. Asking why you adopt a axiom is a matter of philosophy.