Because the flavor of markdown Obsidian uses does not support lettered lists. For that you need to fall to HTML and use the ol list type attribute, or use a flavor/fork of markdown like ASCIIDOC which allows for different list types (Ordered Lists | Asciidoctor Docs). ASCIIDOC is a particularly well developed fork as it allows for some complex list options which you may appreciate: Complex List Items | Asciidoctor Docs
There is a Plugin request for an ASCIIDOC plugin here if you’re interested: ASCIIDOC plugin