It's because all the other ways to do it are ambiguous.
01/02/2003 what does that mean? January second 2003? Or in Europe: February 1st 2003? It gets even worse if you use two digits for the year, as 01/02/03.
That is why you use YYYYMMDD, it's the convention which enables us to communicate clearly about dates, 20030201 as a date is always clear. (and it makes it easier to sort)
(Now don't go storing that as the integer 20 million 30 thousand 2 hundred and 1. please ok? pretty please?)