The simple explanation is because then can. Being highly mobile and fast, birds can fly anywhere if they have enough energy, and it is energy, or rather food which makes birds migrate.
Many areas of the world alternate between productive and barren, and birds, with their lightweight hollow bones, super-efficient respiratory system, heat saving design and excellent (if poorly understood by humans) navigation abilities, are perfectly placed to take advantage of such seasonal changes. Bewick's swans for example, fly to the Arctic tundra to exploit the brief, abundant summer, before leaving when winter arrives. They breed whilst there is twenty four hour daylight and large amounts of food to fatten them up before the flight home.
There are other factors that may also encourage birds to migrate. Areas that seem to have plenty of food all year may have a high amount of predators, parasites, or even competing bird species that make it more advantageous for some birds to leave to breed elsewhere.
The key to the evolution of migration seems to be the genetic trait found in birds, insects, and crustaceans to name but a few. All of the above groups have a behavioral tendency for partial migration, and studies on the black cap and redstart species have shown that all of the main prerequisites for migration, and non-migration are under genetic control (Berthold 2001). These include fat storage, timings, length of migration and so on.
Experiments with partially migrant blackcaps have also shown that complete migratory, or complete sedentary populations can be produced within 4-6 generations, (Berthold 1999) showing that partial migration is a trait that allows bird populations to migrate or stay put depending on which is beneficial. Whichever group is most successful over time will raise the most young, and the population will become mostly migratory, or mostly sedentary but with the opportunity to change if environmental conditions change.
Today in Europe, the evolution of migration is still changing thanks to the end of the ice age 15000 years ago. The ice age reduced bird populations which today, are still dispersing into areas where they once lived, and so evolving new migratory routes.
In the future elements such as climate change may produce more sedentary populations as birds no longer need to head south for the winter, so the number of migratory journeys, or the length of each journey could change as newer, more local wintering places are found. However, considering some birds, such as swallows, fly to Southern Africa when they could easily, it seems, winter in southern Europe or North Africa, shows that historic routes, that are genetically transferred, are hard to change.
For more information about bird behaviour visit BBCi Nature