Because you can read much more from a person live - tone of voice, visual tells. The police can then ask questions on the spot - and the spontaneous responses are more telling than something composed with the time it takes to write an email. Sorry about the lack of humour - but you know me...
This post was edited by inky at August 19, 2019 11:06 AM MDT
If you have watched Joe Kenda in Homicide Hunter you may have heard him that they prefer persons of interest not have the psychological advantage of the "home field"---which is usually anywhere but at the police station.
He also indicated that the interrogation rooms were located so that a number of dooors had to be opened and then closed before they arrived at that room---to emphasize that freedom was neither readily nor easily available to them.