Because the Torah forbids it (Deuteronomy 22:11). There is no
official reason given for this Jewish mitzva (commandment), though
it is similar to the other commands prohibiting the intermingling
of species (Deuteronomy ch.22) of plants and animals.

Here’s the command to not combine the two together:

Deu 22:11 You shall not wear cloth of wool and linen mixed
together.