Because for the vast majority of human warfare, formation fighting has been the best way to do it. Running is also a very good way to mess up a formation - it's why a good cavalry charge doesn't go to the gallop straight off, it saves the speed until it's close enough to the enemy. More can always be said on the matter if anyone would like to expand further on the little quirks of Early Modern warfare; for the meantime, I commend to your attention the appropriate section of the FAQ, specifically the headers 'Why did European armies use Linear Tactics?' and 'Mechanics of Linear Tactics'.
Adding onto that section, a few more posts: