Because you do work on the swing by applying a force to the seat which is "in tune" with its oscillation like a pendulum.
You use conservation of momentum to do so. Your feet are the body against which you propel your torso and seat when you pump your legs.
The tension in the swing's ropes or chains is why conservation of momentum isn't fully violated. During the time interval of maximum tension, the chains pull you upward to constrain you in circular motion, and the amount of pull at this time interval is due to your weight + your mass*speed squared/length of swing. The higher your speed during the bottom equilibrium time interval, the more tension force you demand the top bar of the structure apply to you through the chains.
You use conservation of momentum to do so. Your feet are the body against which you propel your torso and seat when you pump your legs.
The tension in the swing's ropes or chains is why conservation of momentum isn't fully violated. During the time interval of maximum tension, the chains pull you upward to constrain you in circular motion, and the amount of pull at this time interval is due to your weight + your mass*speed squared/length of swing. The higher your speed during the bottom equilibrium time interval, the more tension force you demand the top bar of the structure apply to you through the chains.