because.... they say so.
lol
Seriously, in my opinion this is one of the major errors in their doctrine and they must know it is (at least Dan Sydlik knew it already back in the 70s) - and still they are too proud and stubborn to change it. They just cant admit that they have been wrong all this time. It was originally Rutherford's idea and the GB loves that tradition more than what the Bible actually teaches.
About Sydlik, from the freeminds site: "In the mid-70, when I was at Bethel, my friend Dan Sydlik told me that the other sheep of John 10 were the Gentiles. That made so much sense to me, and it fit so well with the actual state of affairs, that I rejected the two-class fiction then and there, even when I thought that the WTS was still God's organization."