Because they can create monetary policy that most favours them. Canada, for example, could adopt the American dollar as its currency. We would gain the benefit of lower interest rates, because we are using the world’s reserve currency.
The disadvantage is that we would be stuck with the consequences of US’s monetary policy if it turns out that some of policies have negative effects on Canada’s economy.
So consider the current candidates for “reserve currency”. Do we want to have our monetary policy dictated by them?