Because in the womb,the person develops with both genders,then settles on one(why women have a clitoris,it would have became a penis). Men kept the nipples when they developed male. As George Carlin put it"congratulations guys,you're a biological afterthought." (Also I am not a doctor/biologist,and that is a stupid simple breakdown of development. The Carlin quote is accurate-ish,though.)