Well, because Exodus 20:4-6, the Second Commandment, says:

4 “You shall not make for yourself an image in the form of anything in heaven above or on the earth beneath or in the waters below. 5 You shall not bow down to them or worship them; for I, the Lord your God, am a jealous God, punishing the children for the sin of the parents to the third and fourth generation of those who hate me, 6 but showing love to a thousand generations of those who love me and keep my commandments.

Belief It or Not just did an episode about it, too.

What's interesting is both how lax Christians and Jews are about it, and how severe the wording actually is. By some interpretation, any visual depiction of nearly anything is an idol. Certainly a big statue of Jesus or a fresco of God should both qualify, and yet...