Because when you step on them it hurts. When they are hurting, they like to hid the pain. It's their nature borne from years in the wild. If a cat shows weakness, it's cast aside, picked on, and left on its own.
That being said, it does depend on the level of pain. Many times they won't show pain until it's dangerous bad. I care for kittens and many have cried out in pain from something else going on.