Because that is what research is all about! Finding solutions to problems, or coin new theories, make new inventions and discoveries.
In Spain and France, everybody can do a PhD - but there is not always funding for that. In Sweden, for comparison, one has to have a position at a university for eventually becoming a PhD. Everybody is funded, often with an actual salary and not the minimum refunding that can be offered during the first tworld years before you HAVE to get an actual salary with all its benefits (pension, vacation rights, etc) - but that happens too. As a PhD student, you are somewhere inbetween student and staff, but with an office, serious treatment, and you can teach at university courses in your field.
But how can you do research without funding (a salary)? The Spanish and French systems mau open up welcoming doors, but maybe not wide enough.