Because, as one of the original GUIs, when they conceived of how the Macintosh worked, you used the command keys to perform actions on files, and you could rename the file just by typing. Cmd-O was the shortcut for opening files, which makes sense for obvious reasons.

When they released the Macintosh to the world, Andy Hertzfeld realized that people were renaming items in the Finder by accident; so he added the "return" key (already used to confirm actions) as an "arming" step[1].

Now, one might ask: wouldn't that interrupt people navigating via the keyboard? No, because the original Macintosh didn't have arrow keys on the keyboard. This was an intentional choice—or, perhaps, mandate from Jobs—as a way to get users to use the mouse as their primary input device, and to force developers to create mouse-driven interfaces. With no arrow keys, no typeahead search implemented, and a clean slate for designing an interface, I'm guessing using Return to open a file wasn't a strong consideration at the time.

Why wasn't it changed? Because Mac OS X was made for Mac users, and we all have muscle memory dating back decades :P

[1]: https://www.folklore.org/A_Floppy_named_lsadkfjalhkjh.html

because the original Macintosh didn't have arrow keys on the keyboard.

However, the very next keyboard they designed did have them: https://en.wikipedia.org/wiki/File:Apple_Macintosh_Plus_Exte...

I can't imagine editing text on a keyboard with no arrow keys to be any better than the horrible experience of doing it on a mobile device... which might be why Apple decided to add them quite early in the history of the Mac.

It's also ironic that despite justifying the menubar at the top of the screen as being easier to hit, they then totally missed the awkwardness of not being able to navigate with only one hand by using the arrow keys and the nearby return/enter. Watching someone experienced using Windows' file manager with only the keyboard is almost vi-like in its efficiency.