Because being without fear is not a luxury humans get to have. It isn’t a choice; it is always present. Our choice is when fear shows up–for instance, fight, flight, or freeze. We live in constant fear.
So, yes, if you can live without fear, by all means. But what is better for the majority of us that can be crippled by it is to dance with it. Dance with the fear. Because fear will never go away, much like a shadow. We might as well learn to befriend it instead. There is a reason why psychologists push for a growth mindset and not a fearless one.
(Departing thought: Perhaps something always around isn’t an enemy but a friend.)