Because validation is tied to contentement and acceptance, joy. We are social creatures, not lone wolfs. The natural condition of humanity is community, not loneliness.
I think there are also some things that go hand in hand in humans craving from validation.
First is respect. Respect is by its very nature, a validation from other people. Of course, there is also self-respect, but I think you can have all self-respect in the world and its useless and possibly a illsuion if you don't have respect from other people. Criminals have self-respect from themselfs. But they live in a illuion, for there is nothing worthy to be repected in them. If you make yor own values, you stay to your own values, you work for your own values, what is there hard to gain respect for? If my values are only my values, of course I dedulde myself that i don't need any validation and I have self-respect for me.
Secondly, I think validation goes hand in hand with honesty and honour. I think we humans have a craving to be on the same level with other people. If we lie, cheat, act in dishonesty, with tricks and manipulation, seeking power for selfsih reasons, these actions, which in the short run would seem good and efficient, would show their disfunctionality and bad efficienty in the long run.
So I think we want validation because because it goes hand in hand with truthfulness. You feel good if you are checked. If you check yourself, you will probably lose your mind, as it happened with many "wise" people.