In the end, that's true for all why questions in physics. In the end, things don't have a reason for how they behave, they just do.
The question of why only makes sense in a framework. Classical EM theory says electrons should fall into the nucleus, but they clearly don't. Asking why they don't is one step towards finding out about quantum mechanics, so it's a really important question to ask.
Yes, at the end of the day, the answer is "because classical EM is wrong and quantum mechanics is right (or at least less wrong)". But there is a lot to learn along the way.
The question of why only makes sense in a framework. Classical EM theory says electrons should fall into the nucleus, but they clearly don't. Asking why they don't is one step towards finding out about quantum mechanics, so it's a really important question to ask.
Yes, at the end of the day, the answer is "because classical EM is wrong and quantum mechanics is right (or at least less wrong)". But there is a lot to learn along the way.