Because the current will only flow through you in such amounts if there is a sufficient potential difference across your body. For an Ohmic conductor,
$I = \frac{V}{R}$
Your body has a large resistance, so for small voltages, the current is also small. This is why a $20\,V$ welding machine is not going to fry you, but will melt steel - the steel has very small resistance, so the current is enormous.
The power flowing through a circuit element is given by $P = IV$. Now, if the element is resistive (i.e., obeys Ohm's law), like your body, or a piece of steel, then
$P = \frac{V}{R} \times V = \frac{V^2}{R}$.
The power that a resistor uses is consumed as heat, so for a fixed resistance, you can see that it depends on the square of the voltage (it also depends on the square of the current).
This has all to do with melting steel and burning you. If all you are concerned about is not stopping your heart, then it becomes much more complicated, because your heart and nervous system is very complicated and even small amounts of current can be dangerous.