Because you don't want to risk your home ISP connection. It is easy to just switch up proxies, move to another provider etc... Plus the proxy companies know what's up and will eat a lot of complaints, and are frequently located in jurisdictions where it is difficult for first world law enforcement to touch them.
It is much harder and more time consuming moving to a new ISP. Residential ISPs won't eat complaints and will happily give up your personal details if someone really comes gunning for you (i.e. if you get sued or a criminal complaint is laid against you).
Just pony up the proxies, it is a worthwhile investment if you are serious about link spam.