Because they're high in sugar and rabbits have a sweet tooth; and, because they're at the bottom of carrot greens, which are also very yummy to rabbits (except, unlike carrots, the greens are very healthy!).
It's not healthy for rabbits to eat carrots because they're so high in sugar. A rabbit can get diabetes and maybe die from too many sweets. A rabbit can also get gas from eating too much sugar, or can upset the balance of bacteria in the gut, and suffer gastric distress (and possibly death) as a result. A rabbit can also suffer gastric distress from not eating enough hay daily; and if the rabbit eats too many sweets, it will spoil its appetite for hay. Obesity can also result in the long-term from eating too many sweets, and obesity has another range of related health complications.
Treats, like carrot, should be strictly restricted (one or two bites every couple of days is okay, assuming your rabbit is otherwise healthy and eating a healthy diet).