Because humans are way more sophisticated than any AI.
When you think about it, that's really the issue with a lot of games. The challenge doesn't really come from the enemy being more skilled than you, but always something I consider to be "cheap".
In the Total War series for example, the AI can't manage finance for shit, so they're given free money. In a lot of shooters, you're fighting alone against numerous enemies. Bosses have special abilities, etc.
The qualities of a good multiplayer is what makes multiplayer more fun than singleplayer IMO:
1) Balance
2) Options
Balance forces everyone on the same level field, and rewards skill over stats. Options makes multiplayer dynamic and fresh with every game.
Whereas in single player there's one optimal strategy (get X item, level up to this, follow this exact path), multiplayer is a constant cat and mouse game.
