Because a significant portion of the word of God consists of prophecy, some already fulfilled, some yet unfulfilled. It's an integral part of the Bible, and understanding what He has done in the past and what He will do in the future is essential for developing a Biblical world view.
Some pastors never teach about it at all, oddly enough.
This is perplexing, for the study of Bible prophecy is nothing more or less than the study of God's purposes and plans for human history. The examination of fulfilled prophecies is one of the strongest testimonies to the validity and authority of the Bible. Only God has the ability to see all of history, both past and future. I make known the end from the beginning, from ancient times, what is still to come. But concentrating almost exclusively on the New Testament as many do gives us a warped, myopic viewpoint.