Because they refers in english to more than one person. Using it for a single person is confusing.
Oftentimes, I can deduct the amount of people from the context but not always and oftentimes you need a lot of context to understand if it is plural or singular.
I simply think that, for me, refering to a generic singular person with a singular gender word is more important than using a generic gender word which is plural.
If someone else wants to use they, she can, but currently not me because everyone understands what I am talking about. It's just a shortcoming of the english language and is far from valuing males more than females.
Btw: when publishing professionally, I always use "she" because that balances someone using he.