Because it forces you to put them in words. They may (maybe) feel like they’re in words in your mind, but they’re not. As long as it’s in your head it’s a mashup of patterns and mixed up with emotion and sensation. You think more in concepts than in words.
Writing them down forces you to put them in a form which can be understood by others, or by yourself later, which is sort of a proof of concept for the thought itself. Doing so also makes you work on the thought, meaning that writing it down is as much an act of creation as it is one of transcription.
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