Because if you believe that the person of Jesus Christ is "the Truth," then the corollary that logically follows is that everything that is not Jesus Christ is not "the Truth."
To put it more practically: To be a Christian is to believe that all political ideologies are suspect. And wrong. It doesn't mean that Christians should retreat from all political ideologies — as that would also be a political ideology, and also wrong. By all means, be a Christian liberal. Be a Christian conservative. But if you are a Christian liberal, if you are a Christian conservative, then by definition there will be tensions between your Christianity and your political ideology. It's axiomatic. And if you are a Christian first and an ideologue second, you should confront those tensions instead of papering over them.
Let's take my own tent of Christian conservatism, since this is about us.
Yes, it is absolutely possible to be a Christian and believe that limited government and free markets are the best ways to advance the prospects of the poor. But when conservatives portray the poor as moochers and divide the world into "Makers" and "Takers," and hold up those "Takers" quite clearly as objects of contempt, the Christian has to recoil. And not just recoil, but cry injustice.