Because raw milk contains everything, including all the fat and all the vitamins.

Processed milk usually is first separated between fat and liquid and then the fat is readded. Also the pasteurization destroys some of the vitamins.

More importantly though it just tastes different.

Finally if you want to make yogurt or cream cheese, you want to work of raw milk because it contains the fermenting bacteria, but that is more of a niche application.

Pasteurization by default does not remove all bacteria and probably also not all viruses. The milk you commonly find in supermarkets these days is not only pasteurized at high temperature, but also homogenized (pressed through a microsieve), which further alters the taste, reduces quality but extends the shelf life.