Why? Because that is the only direction where relative motion is not allowed. The centers cannot get any closer to each other.
If force was along a direction where motion was allowed, then the contact force would do work and either add or remove energy to the system violating the conservation of energy. The only time the contact force is at an angle to the contact normal is when friction is involved.
This rule can be generalized as follows
The line of action of the contact force must pass through the instant center of rotation between the two bodies.
At the instant center, the two bodies have zero relative velocity (only relative rotation) and thus the power transmitted through the contact is also zero.
The direction of the contact force is always such that
$$ \vec{F}_1 \cdot (\vec{v}_1 - \vec{v}_2) = \vec{F}_2 \cdot (\vec{v}_2 - \vec{v}_1) = 0 $$
when you work out the relative instance center of rotation (point C below), it will always fall on the line along the contact normal.