Because liquids don't exist∗exist$^1$. A liquid is just a wannabe gas.
There are two phases of matter - solid (cold) which turns into gas (hot) at a certain temperature (273 K for H₂O). This process is called sublimation.
However, if heated above the sublimation temperature in a region with a certain level of pressure, the pressure prevents full sublimation. Some particles retain certain properties of a solid (intermolecular bonds, fixed size) but gain some properties of a gas (fluid shape). We call this intermediate phase "liquid".
So at that pressure, any molecules with low temperature∗∗temperature$^2$ remain solid; some molecules with high temperature become gas; and some molecules with high temperature try to become gas, but get squished down into a liquid.
This is the triple point, where the melting and boiling temperatures are the same. Raise the pressure further, and the melting temperature stays the same∗∗∗same$^3$ while the boiling point increases. Now you can only have solid and liquid, or liquid and gas.
Analogy: a cinema. During the movie (low temperature), the audience are fixed in place (solid). When the movie is over (high temperature), they leave and spread out freely (gas). But when they stand up to leave, they're in the aisles, not fixed in place but not able to spread out properly (liquid). The liquid phase only exists when many people are trying to leave at the same time (high pressure); if you get up half-way through to go to the loo, you sublime from solid to gas (low pressure).
∗$^1$ Yes, I know. Of course liquids exist, but I find thinking of them as "weird" aids understanding.
∗∗$^2$ Individual molecules don't have a "temperature". I'm using this as shorthand for "the average kinetic energy of a single molecule of a substance at a certain temperature".
∗∗∗$^3$ More or less the same. Also, does anybody know how to use an ordinary * at the start of a line?