Here's why:
* Coordinating conjunctions connect words, phrases, or clauses of equal grammatical rank.
* "But" shows a contrast or opposition between the elements it connects.
For example:
* I wanted to go to the beach, but it was raining. ("But" connects two independent clauses, showing a contrast between the speaker's desire and the weather.)
Other common coordinating conjunctions include:
* and
* or
* nor
* so
* yet
* for