Because quantum mechanics describes the universe with a wave function, which evolves according to the schroedinger equation.

In it, there is no notion of collapse. The only thing that makes sense is saying the observer becomes entangled with the measurement.

So if you only look at the Schrödinger equation, this is the only conclusion.

Wave function collapse is something which is simply added ad-hoc to describe our observation, not something which is actually defined in QM