In Ballentine's book on QM in Chapter 3 he states, that if a state vector is transformed there is a corresponding transformation on the operators associated with observables. In math, if $$ |\mathbf{\psi'}\rangle = U|\mathbf{\psi}\rangle$$
and
$$ A |\mathbf{\psi} \rangle = a_n |\mathbf{\psi} \rangle $$
Then there must be a transformed observable with.
$$ A' | \mathbf{\psi'} \rangle = a_n |\mathbf{\psi'} \rangle $$
Which implies that
$$ A' = UAU^{-1} $$
However, I am not quite following the justification for the statement that the eigenvalues must be the same above. I get confused by the active and the passive view of transformations and how it is applied here. Ballentine says he is using the active point of view. So a state vector, $|\mathbf{\psi} \rangle$, gets moved to a new location in the same coordinate system.
Why do we also transform the observables such that the following is true? $$ A' | \mathbf{\psi'} \rangle = a_n |\mathbf{\psi'} \rangle $$
Edit
Based on the comments below, there is some confusion about my exact questions. I understand that if you transform $A$ such as
$$ A' = UAU^{-1} $$
That you will get,
$$ A' | \mathbf{\psi'} \rangle = a_n |\mathbf{\psi'} \rangle $$
My question is why are we not just using the same operator A on the transformed state vector, $|\psi \rangle$?