Because in Medieva Europe there was usually the belief that the monarch was God's chosen representative on Earth. The King of England, for example, was crowned in a solemn ceremony by the Archibishop of Canterbury. Therefore it was much more difficult to claim legitimacy when trying to usurp the throne from the crowned and anointed king. Stephen of Enlgand claimed that he was the rightful King of England, as opposed to his cousin Matilda, because he had been crowned and anointed as such, while she had not been (of course the fact that she was a woman certainly bolstered his claim).

The people of Rome actually liked dynasties, mainly because they offered stability. The Julio-Claudian dynasty lasted, if we count from Augustus' defeat of Marc Anthony in 31 B.C. to the death of Nero, a fairly impressive 99 years. Likewise the Nerva-Antonine dynasty lasted around 96 years, from the accession of Nerva in A.D. 96, to the death of Commodus in A.D. 192.

Between these two there was also the Flavian dynasty which lasted 27 years. When Vespasian became Emperor he had 2 adult sons, Titus and Domitian. However while Titus was invested with near equal powers to his father, the younger Domitian was given honours and titles, but no actual power. Yet when Titus died there was never any doubt that Domitian, despite never holding any actual power during the reign of either his father or brother, would be the next Emperor.

When the Emperor had a close, adult, biological male relative he always succeeded. At least in the first 200 years of the Empire.

Claudius succeeding his nephew, Gaius (Caligula). Nero succeeding his great uncle (but adoptive father) Claudius. Titus succeeding his father Vespasian Domitian succeeding his brother Titus Hadrian was Trajan's cousin, once removed. And of course Marcus Aurelius was succeeded by his son Commodus.

The spectre of civil war always loomed large in the minds of the Roman people. The vast majority never even saw the Emperor. So long as he maintained stability, continued to put on lavish games and provided free bread, they didn't care who the Emperor was. By accepting a close male relative as his natural successor they avoided ambitious upstarts attempting to seize the throne. The civil wars after the deaths of Nero and Commodus occured because they had no close male relative capable of succeeding.

I can't speak for the Valois dynasty specifically, or any specific medieval dynasty really, but I believe most utilized the concept of 'rule by divine right'. Partnering with the Church, medieval dynasties established the principle that only the royal family could rule, and succession, while tricky at times, passed down through the male line. The Romans never established a similar definitive process of succession. Roman emperors might nominate an heir (or two, to rule together) and even if they didn't their male offspring would be considered a strong contender to succeed. However, it was much less of a certainty. Powerful factions in the Roman world, such as the army or the Praetorian Guard, had no problem with instead supporting a candidate that would be more favourable to their interests. Thus when Julian, the last member of the Constantinian family to rule, died on campaign in the east, the army elected Jovian to succeed. He proved rather unpopular, and died relatively quickly under suspicious circumstances, and was replaced by Valentinian I who proved more popular.