Because the VFD has to drive the motor directly and not through the machine controls. The VFD has to have it's inputs programmed for the required contact closures (e-stop, reverse, etc) then you wire the machine controls into those contact inputs. You can't just feed 3 phase into the machine's plug. The control box on my Grizzly was full of wires and contactors. When I got done, there was nothing left but the buttons and switches.
Left side of box is the motor leads, right side is twisted pair cable from the machine controls.
Gutted control box:
I'd run this on every machine if I could afford the change out. Turn off the drill press and it spins down slow. Turn off the lathe and it spins to a stop in a little bit. Hit the E-stop on the mill and the spindle stops in .3 seconds. Normal braking stop is 2 seconds. I can also vary the frequency fed to the motor, so I can move the 6 standard mill speeds about 20% faster or slower. I also have the instant reverse, but I just don't use it. If I get a tapping head, I may wire that up.