Because it pisses them off, while not depriving those of us who appreciate such gestures. Any man who holds a door for me gets a big smile and a "thank you!"
I'm of an age that I hold doors, etc., almost automatically: that's the way I was raised. I almost stopped doing it back in the 70s thru early 90s because I got tired of the nasty looks and comments. But I persisted and am happy to report that nowadays I receive mostly warm smiles and "thank you's" from women of all ages. That's big progress. Common courtesy isn't sexist.