Because he had not received the promised holy spirit, by which he would have been led into "all truth", dear Sab (peace to you!). He was reading a prophecy of Isaiah regarding my Lord and didn't know if the writer was writing about himself... or someone else. So, an angel was sent to direct Philip to the road to Gaza where he encountered the eunuch (who was a natural JEW, NOT a convert, as the WTBTS and others erroneously state! The Jews had been scattered to all "distance parts" but many had come to Jerusalem for Pentecost - Acts 2:5, 9-11). At some point, the spirit IN Philip, HOLY SPIRIT... "told" him to join the eunuch.
When he did, the eunuch asked his question and Philip was able to help him see that Isaiah was speaking of Christ. However, PHILIP DIDN'T USE THE SCRIPTURES TO DO IT... but RELIED on the holy spirit that was IN him... and ORALLY told the eunuch about Christ... starting WITH the particular scripture the eunuch had been reading. It was the EUNUCH who "needed" the scriptures... not Philip.
Once the eunuch GOT it, though... and realized that he needed to get baptized* and repent in order to receive holy spirit HIMSELF... he did so. And he RECEIVED that spirit (which is why he went away "rejoicing" - joy... is a FRUIT of God's holy spirit!).
*[NOTE: Water baptism is a requirement for Jews/Israelites ONLY... NOT non-Israelites. This is because Israel, including the Jews... were under the Law Covenant... and had to (1) repent their transgressions against that Law, and (2) "die" as to the provisions of that Law. Some would have you believe that water baptism was ALSO required for non-Israelites... as shown by the baptism of Cornelius and his household. This is inaccurate: Cornelius was an ISRAELITE. He was a "Samaritan"... which is the label for the 10-tribe kingdom of Israel - Jews/Benjamin make up the 2-tribe kingdom of Judah. He was an army officer in Caesarea... a city in SAMARIA. Thus, a "Samaritan". He was IN Samaria... because THAT is where the 10-tribe kingdom of Israel was EXILED... LONG before the 2-tribe kingdom of Judah was exiled to Babylon. I digress.]
Since HE (the eunuch) now had holy spirit... he no longer needed PHILIP to "teach" him. And so, they parted ways... with that spirit leading them BOTH... in the respective directions they needed to go.
But, to answer your question, again: the Ethiopian had not yet received the promised holy spirit... which WOULD have taught him and led him into the truth regarding the scripture. Once he receive it... no more questions... so that he could go HIS way... rejoicing.
I hope that helps and, again, peace to you!
A slave of Christ,
Yeah right, says who? You?