Because they do. Sounds stupid, but that's the bottom line. You can't "remove" the electrical charge and look at it or look at mass that remains after removing the charge. You can't do that because one doesn't exist without the other. They are part and parcel of the same thing: the electron. An electron is a fundamental particle that is the carrier of the negative electrical charge. The electron has that charge because the charge is part of what it is; the electron was "born" with the negative electrical charge. That's why it has it.