Because Natalia (Natasha) Romanova (Romanoff) is a fascinating character with a complex history that dates back to the time of Czarist Russia. She's been an assassin, a ballerina, a spy, a revolutionary, a double agent, a defector, an Avenger, a Champion, a sidekick, a leader and a heartbreaker. There's plenty of story material there for us thoughtballooners to get our teeth into!
For the definitive tale of the Widow's history, I'd recommend Paul Cornell's excellent Deadly Origin mini-series of a few years back. I'm still not convinced Scarlett Johansson is the perfect casting for any aspect of the character beyond the catsuit... but, once again, Hollywood failed to ask my opinion.