Why? I don't know. I guess because they are the end of the semester test, the ability for teachers to know if you have learned something from their class.
I like the non-comprehensive finals, ones that serve as a third or fourth test that students get to spend two hours dawdling over (although few, but not all, only take half that time -- still, it's the IDEA that students have two hours that people like).
The comprehensive finals add more stress to an already stressful week. Better yet, professors should just give final projects and let that serve as the culmination of a student's knowledge. After all, how many of us are really going to remember the square root of 95 in our lives, no matter how useful that might be?
Praying you have faith, hope, and love always,