Because divorce is a messy process.
But really, I think the main issue for most people is that there is more flesh the closer on the finger you get to the palm. When you try to remove the ring it tends to drag flesh toward the knuckle which forces it outwards, expanding to keep the ring in place. Putting it on from the other side of that knuckle there is less flesh available to move, and being narrower less likely to be pulled along.
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