Because when you differ, you want to know the difference in energy between two states that feature different thermodynamic conditions. The A
is energy given a particular N,V,T tuple. That means that A
actually depend on that tuple and when you want to compute the difference in A
between two different NVT tuples you have to define A
as a function of NVT:
dA = -pdV + SdT + Xdmu$$\mathrm dA = -\,p~\mathrm dV + S~\mathrm dT + X~\mathrm d\mu$$