Same reason that everything is hollow. They're made up of polygons, which are two dimensional constructs projected into a three dimensional mathematical space.
They have a height, and width, but no depth. So if you want a square box? You stick six square polygons together, and put a texture on them. Boom, you have a box. However, nothing is actually inside that box.
And to make things even more interesting, you often only have a texture visible from one direction. That is, from outside you will see the box, but if you stuck your head inside, the box would disappear as you would see right through it.
The bigger question is, how are you able to look at it from that angle?