Because it is an entirely different position. It is the only position in hockey that, if you make a mistake, it is recorded on the scoreboard. It takes a different mental approach for a hockey goalie than a player. Also, goalies are on the ice for the entire game, barring being relieved of duties or injury. Hope this helps.
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Quite simply, a goalkeeper "keeps" the goal; their one and only task is to defend the goal from any shots taken.
Beyond this, many will also lead the defense and coordinate attacking or neutral actions, such as by instructing players to mark opponents or to pass the ball, judging the play to figure out both teams' weaknesses and strengths as of the time they are playing, and because of their position to see the whole field, they are often given responsibility to lead as a captain or vicecaptain.
Because it gives them an excuse to go to Tim Hortons more often. Especially during Roll Up The Rim.
The role of the goalie is simple, to make sure the puck does not go into the net (try and make saves and stop it in whatever means possible).