Why do we say a person is a 'wally'? Or makes money 'hand over fist'? Or is the 'spitting image' of someone else? Why is a 'loo' so called? Why do we 'take a rain-check'? Why shouldn't you 'teach your grandmother to suck eggs'?
These are the sort of questions that normal dictionaries duck out of by saying 'orig. obsc.' or 'orig. uncert.' or 'orig. unknown'.
The purpose of Why Do We Say . . . ? is to compare the many explanations on offer and to test them, even if in the end it serves to emphasize that in this field hard and fast conclusions are difficult to come by.