The docs explain why. From Initial Threads
Why does not the initial thread simply create the GUI itself? Because almost all code that creates or interacts with Swing components must run on the event dispatch thread.
and from The Event Dispatch Thread
Some Swing component methods are labelled “thread safe” in the API specification; these can be safely invoked from any thread. All other Swing component methods must be invoked from the event dispatch thread. Programs that ignore this rule may function correctly most of the time, but are subject to unpredictable errors that are difficult to reproduce.