Because you want to  have "cryptographical" proof  of your transactions being valid (or rather "work") and those of other people, which is what PoW accomplishes.
A more detailed answer can be found here, https://bitcoin.stackexchange.com/a/51296

With POS you have collateral backing up your transaction ( or rather the blockchain), which also creates consensus and thus a way for users to trust the system. ( Since that is the ultimate goal ( being able to place trust in a decentralized system))

https://ethereum.stackexchange.com/a/141