Answer
Because the living entity continually desires variety.
One may become tired of one type of existence and desire another. A person who has lived as a male may desire the experience of being female. Someone attracted to an animal's consciousness may receive the body of that animal. If one strongly desires to enjoy flesh, one may receive the body of a tiger to fully experience that tendency.
Krishna simply sanctions the living entity's changing desires.
The soul itself remains eternal throughout these changes. Eternity never changes; only the different "chapters" of material existence change.
Although we forget our previous lives, the individual soul continues unchanged. What changes are the temporary material identities—the various bodies and roles we assume.
Therefore, individuality is eternal, but material identities are temporary. The soul remains the same while its external identities continually change according to its desires and karma.
