Because something isn't set up properly. Most likely, you don't have Acrobat installed; or maybe you do, but don't have the file extension mapped; or maybe you do, but Acrobat is corrupt; or maybe you have the extension blocked in Outlook; or maybe any number of other things. Try performing some basic troubleshooting:
1. Save attachment
2. Double-click on saved attachment.
If you get a question requesting that you choose the program to open the file, then cancel and go install Acrobat.
If nothing happens at all, then go find someone who can look at the machine for you.
If it opens properly, then start looking at Outlook's settings