Because your pigs are not the same pigs that live in the wild. The guinea pigs we adopt as pets have been domesticated and have life spans averaging 5-8 years. Wild guinea pigs have a life span of maybe a year or two if they are lucky.
You could just as easily say why should humans have air conditioning, or clothing, or furniture. Why shop in a grocery store for your food. There are people who live in the wild with just a cave to live in and whatever food they can capture or pick from the woods.
But since you asked specifically about pine, regular pine bedding, as well as cedar, contains phenols. Phenols are chemicals in soft woods that your guinea pig would breathe in that could cause them to have an upper respiratory infection (URI) or possibly die if they are exposed to them for long enough periods. Kiln-dried pine, aspen, CareFresh (or the generic equivalent), or fleece do not have these phenols.