The [tyranny of rocketry](https://en.wikipedia.org/wiki/Tsiolkovsky_rocket_equation).
Slowing down requires fuel to provide thrust counter to your current direction. The craft would have to be launched with additional fuel to allow for this. Fuel is very heavy, which means you’d need even _more_ fuel to launch the additional fuel that you require for this maneuver. Fuel is also expensive, so the cost would go up dramatically.
Rather than doing that, you can just let the atmosphere slow you down instead. The friction created during reentry is a _great_ braking mechanism, so they just let the air do the work for them – no fuel required. Sure, this creates significant heat, but its easier to deal with that than the fuel.
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