Because they needed a practical reason to keep everyone from killing themselves to go to heaven.
"there's this wonderful amazing place you'll go to... but ONLY if you follow our rules and believe this this and that, but not that over there..... and you can't take the easiest way to get there."
Pretty much. Religion formed as a social control mechanism, and this is part of that. They threaten you with the stick to keep you from grabbing the carrot out of their hand prematurely.
Because suicides are no fun, and God would rather not have party poopers hanging out at his place?
If that't the case, he really should try to do a better job at conveying the "though shalt not poop parties" commandment, because most of the worst party poopers I know are pretty damned convinced they're getting into heaven.
