Because they are kids and even I did the same in my childhood.
If Parents guide and help their kids in different ways then they will learn easily (Buy shoes (and make) with an "L" & an "R" may help children to recognize the difference).
At this stage they can not thing logically as like us, we think why they do so? As the child develops, and with that development the feet form a fixed inward arc,wearing the shoes on the wrong feet will cause increased discomfort and a change will be sought. Kids don't know what shoes are "supposed" to feel like, so they have no concept that they have a "correct" way to wear shoes.
The young ones have not mastered the concept of left and right and as they look at the shoes and the shape of their feet then put the left shoe on the right foot and the right foot into the left foot