Because they’re part of “The Commonwealth”
Basically when the British empire was falling apart, instead of fulling breaking away, they went “Hey United Kingdom, we are gonna go ahead and make our own parliament and stop being colonies, but we’re gonna keep the King/Queen like you have, so we’re still gonna be buddies.”
And the UK, having no real way to stop the countries from leaving, said “Hey that sounds like a GREAT idea, so much so that we’re gonna set up this whole process for you guys to do it and help you get set up with your new parliament.” Because at least with the commonwealth there remained some kind of imperial connection, albeit very thin these days.
TL:DR when the British empire was falling apart it told it’s (now former) colonies “we will let you leave and even help you get set up if you promise to keep the king/queen.”
So now a bunch of countries share the same monarch.
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