Because it is contained in Scripture, "Behold, I lay in Zion a chief cornerstone, chosen, and precious: He who believes in him will not be disappointed."
Behold, I lay in Sion a chief corner stone: The "corner stone" is that which unites and fastens two walls. Christ was sent to unite two very different walls. The Jew and the Gentiles were to be brought together as the one great people of God. This cornerstone would be laid in Zion and, of course, would bring many beautiful pictures to mind. Christ was sent to unite both Jew and Gentile into one great people of God (Ephesians 1:18-22). "Zion" was to be and was indeed the place where the stone was tried and laid (Hebrews 5:8-9). Jerusalem! The great city of God where the Messiah was crucified, where the old law gave way to the new, where Peter and the others were told to tarry, and where on the great day of Pentecost, Peter and the other apostles opened the door of the Faith.