Here's why:
* Adverbs modify verbs, adjectives, or other adverbs. "Never" tells us how often something happens (or doesn't happen).
* Examples:
* "I never eat breakfast." (modifies the verb "eat")
* "She is never late." (modifies the adjective "late")
* "He runs never slower than 6 minutes per mile." (modifies the adverb "slower")