Three reasons:
because it’s good for you
because it’s good for your organization
because it’s good for project management everywhere!
Let’s say the project did not go well. Do you want to repeat this sorry experience again, or would you rather avoid the same mistakes the next time? The only chance you have is by learning from experience, and allowing your organization to do the same.
Now let’s say the project went okay. Don't you want to do better the next time? Enhance your career, earn the respect of your peers, etc., etc.? Repeating what you did right this time will give you more opportunity the next time to concentrate on things you could do better.
Finally, let’s say the project was a great success. Aren't you proud of your accomplishment? Don't you want everybody to know about it, and benefit from it?
For more information, see 5.1.2 Conduct Project Assessment.