Because there is a fundamental difference in how they're made: red wines spend more time in contact with grape skins, while white wines don't. Grape skins contain tannins and other compounds that end up in the wine, and humans can perceive these compounds. You might question whether there is enough difference to warrant the perceived difference in flavor, but there are definitely quantitatively measurable differences in composition of typical red and white wines that would lead you to posit that they would taste different.