Because in a JRPG, you might get what we call in climbing "rimrocked."
That's when you are climbing down, and realize you can go no further down, but you can't go back up either. You are stuck.
If the game autosaved, only, then you might get rimrocked at a boss, and have to start the entire game over.
The best system is an autosave/save point hybrid, where a game allows you to retry bosses, but also allows you to save in certain points on your own.
Another reason the JRPG save system is so rigid, is because it supplies challenge and accomplishment. It is an age old technique, but what are jrpgs, if not traditional?
I don't need your console war.
It feeds the rich while it buries the poor.
You're power hungry, spinnin' stories, and bein' graphics whores.
I don't need your console war.
NO NO, NO NO NO.
