Why?
Because GameFreak didn't want to have to say "We've changed how things work slightly, and Wobbufett eggs now hatch this new Pokémon, Wynaut, but that's okay since we've revamped almost everything else as well, so we don't really need to justify this one small thing."
But instead they went "You need this Incense to do this. Please ignore Mirage Island and the Wynaut Egg you're given, we're justifying this sudden change and nothing else."