Because it means we really don't know nearly as much as we think we know. A few weeks back I was having breakfast at a cafe when I saw a car accident. I immediately started thinking about what I'd seen, which driver had done what, etc. And I recalled how unreliable eyewitness testimony is and began thinking how there's a very good chance that what I thought had happened didn't actually happen at all.
We feel so confident in our memories that it's very disconcerting to think about how often they're completely false.