Very good question, Shmully. The Korban Pesach, like the other mitzvahs of the night of Pesach, reminds us that tonight we were freed from slavery in Egypt. We left Egypt very quickly and suddenly. Therefore, we cook the Korban Pesach in the quickest possible way, which is roasting. We eat the Korban Pesach like noblemen.
Wealthy people roast their meat.
Although it shrinks, it is very tasty. Poor people boil meat. Although it does not taste as good, it absorbs water and expands, so there is more meat to eat. But a rich man doesn't worry about having enough to eat. Tonight, we eat like rich men.