WHY implies a reason, which is venturing in to the religious realm.
The circumstances under which an event such as the Big Bang occurs are guess work at best. Since the Big Bang is a singularity from which time itself started there is no real before the big bang. That's the first problem. The second is that because of the spatial singular nature of the big bang no information from 'before' it could ever pass through to our current universe and provide us with any hints.
There are a number of oddball theories that explore the idea of physics before the big bang. Some investigate what occurs on scales of time shorter than that of the Planck time, where quantum mechanical processes may give us hints in to the cause or mechanics of a big bang event. Proving or, indeed, disproving these theories is currently impossible experimentally.