Because people don't leave perfectly good jobs where they are doing well without something else lined up. 

You might quit because you're going to go to school or relocate or care for a family member.  You might be laid off due a re-org that would be no fault of yours.  But many people that are unemployed have been fired (usually for a good reason), or have quit before someone could get around to firing them (again for good reason), or are flighty or irresponsible or aimless or "finding themselves" or not up to the job or a hundred other negative things. 

Tess