the why is because it has to spin, so you have the wheels as floating geometry IE: not part of the body mesh. if its connected and you rig and skin it when you try to make them rotate all the verts and edges will mess up. it would be like taking a human mesh and rotating the head around, try it out, grab a human mesh, select all the head verts, and rotate it a few times. that’s what will happen to your wheels if they are not separate geometry