Exactly. Because that's true. The father and son are two divine personages in this union.
oly Spirit descended as a dove and Jesus was with us in bodily form. All three Personages of the 'God is One' were present at the Baptism.
Note the difference. There is no statement of jesus saying all three are one. There is your supposition of the nature of Godhead based upon your belief. This goes directly against biblical visions AND descriptions of the Godhead:
Jhn 1:1 In the beginning was the Word, and the Word was with God, and the Word was God.
Jhn 1:2 The same was in the beginning with God.
Two are one. Two are God.
Jhn 17:11 And now I am no more in the world, but these are in the world, and I come to thee. Holy Father, keep through thine own name those whom thou hast given me, that they may be one, as we are
Two are one, two are God. No room for the holy spirit.
1Co 8:6 But to us there is but one God, the Father, of whom are all things, and we in him; and one Lord Jesus Christ, by whom are all things, and we by him.
Again two make up God. Not three. I can show you verse after verse that show two. You are beholden to a theory that does not match up with the biblical evidence.