Why is it that the Electoral College is Winner-Take-All as opposed to proportional to the popular vote? If this were the case, there would be no such thing as a "battleground state."
Obviously you didn't know that 2 states do not have winner-take-all. But, to answer your question, let's ask all our senators and congressmen and the American people if they want to change the Constitution.
Because that's how your state wants it.
By law, the electors are chosen by your State's legislature. They choose to award the seats to the slate of delegates whose candidate wins a vote.