Here's why:
* Adverbs modify verbs, adjectives, or other adverbs. They tell us how, when, where, or to what extent something is done.
* "Nowhere" tells us where something is not located.
For example:
* "The cat went nowhere." (modifies the verb "went")
* "I'm nowhere near finished." (modifies the adjective "finished")
* "He looked nowhere in particular." (modifies the adverb "in particular")