Because in their itty bitty chicken brains it makes sense to them to lay in a nest that another hen has found suitable and safe. I have 4 nestboxes for 13 hens and the eggs are usually deposited in the nest that the first hen to lay that day put hers in. If someone just can't hold it any longer they will go to another nest, but much prefer the favored one.
My girls often want to do the same thing. Except with 11 of them it gets a bit noisy and angry out in the coop sometimes. I discovered that if I put a plastic easter egg in each nest that they will use those nests as well as the perceived favorite nest.