In many other countries, 'jaywalking' is perfectly normal and legal outside of separated highways/motorways/throughways.
I don't think the question is why do Americans cross outside of crosswalks, but why is the idea that crossing outside of a crosswalk is a taboo so common in the US? Jaywalking being bad is so ingrained in America that many people don't even realize it's not a taboo internationally.
The answer, of course, is that initially people in the US were upset by drivers killing people. Because of that, the auto industry invented the term jaywalking and spent a lot of money and effort on victim blaming. They were quite successful in America, but weren't as successful in some other countries.
That's objectively paid off for the US auto industry. In the Netherlands, the initial pushback to drivers starting to kill more and more people, the "stop the child-murder" protests lead to the Netherlands becoming so bike friendly.