Apes split from monkeys 20 million years ago. (Despite that, you did have a tail at one stage in the womb). Monkeys have tails, apes don't
The reason is that evolving arms that you could raise above your head (only apes and humans can do this) meant that you could swing through the trees without using a tail.
Tails become unnecessary for humans, as we have become bipedal, and it is easier for us to balance by moving our stomach muscles and using the fluid in the ears than to use a tail to stay upright.
Lamarck would say that we stopped using our tails throughout the years and that is why humans no longer have them
but,
according to Darwin's Theory of Evolution, something made humans without tails more likely to survive and reproduce than those with tails.