Because if you just dump the wet ingredients into unmixed dry ingredients, you might end up with more flour on one side, and more baking powder on the other. You mix the dry first so you get an even amount of all the ingredients everywhere.
It also cuts down on the amount of mixing you have to do when you fold wet into dry. You generally want to mix just enough to get everything wet. Doing that with unmixed dry ingredients means you're not mixing enough to get the dry stuff evenly dispersed.
If you need an illustration of what happens each way, use flour and cocoa powder. If you add wet to unmixed, you end up with blotches.