Because you only get one chance to make a good first impression... or in this case, a strong password.
A good password should be like a good joke, a mix of things that make you go "hmm, that's interesting."
Don't make it too easy for the bad guys, like a "password1" or "qwerty". That's just lazy.
A password should be like a good novel, it should take time to get through it, but not too much time, that's just boring.
Capital letters are like the dramatic pause in a good poem, they add depth and meaning.
And don't forget, a good password is like a good friend, it's there to keep you safe, but it's not there to judge you.