Because the CDC has intentionally lied to us multiple times this past year.
They were concerned about a mask shortage for hospitals and front line workers, so they told everyone that masks don't work. Later they tell everyone mask do work and act like it's the only way to stop the virus.
Now they are worried that if vaccinated people stop wearing masks, nonvaccinated people will stop as well. It's natural to try to fit in and do what everyone else is doing. Because of that, they have been telling vaccinated people to keep wearing masks, undermining the perceived effectiveness of the vaccine.
The way the government has handled this, has been a complete failure in almost every way. The most damaging, impact could happen when the next pandemic hits and everyone ignores the CDC because they cried wolf this time and allowed their guidance to become politised.