Baseball has several rules that exist because players realized they could exploit the existing rules to give themselves an advantage so a new rule was created to prevent them from doing so.
The best time to steal a base is just as the pitcher starts throwing a pitch. The ball will have to travel from the pitcher to the catcher and then from the catcher to the player covering whatever base they are stealing in time to tag them out for the steal attempt to fail. Knowing this pitchers could fake like they were throwing a pitch to get the base runner to start the steal and then turn and throw to the base for an easy out.
To counter this the balk rule was created. Once a pitcher begins their pitching motion they are forbidden from not completing the pitch.
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