Because that's how it's spelled.

Spanish uses ü, although relatively rarely. It signifies that you should pronounce the u and not merge it into nearby vowels.

In Spanish in the syllables gue and gui the u is silent

When the ü is used it means the the u makes a sound like pingüino, cigüeña, vergüenza, güero, antigüedad, etc.

@bdonvr@thelemmy.club explained it very well in their comment. To add, in Spanish, the letter "g" when followed by either an "i" or an "e" will be pronounced in three different ways depending on whether you add an "u" in between, and if that "u" has a diaeresis on it. If you add the dieresis, it means you have to pronounce the "u". Think of "pingüino" (penguin in english). In order to say the "u" in the word, we add the diaeresis that says the reader that they have to say the "u". In Spanish, "guillotina", "pingüino" and "ginebra" you will read the sillabe with a "g" and an "i" differently on each of those words.

Spanish has tons of grammar rules. It's hard to learn them all, but when you do, it makes extremely easy to know how to say a word when you read it. Even where to put the accent (even if there is no tilde in the word).

Because that changes how it is pronounced

Let's say- Penguin

In spanish it is Pingüino

"Pingüino" is pronounced "pinguino" ("gui" just like in english)

While "pinguino" would be something like "pingeeno"

Because you are smiling at the fünny joke