Because an ANT+ stick plugged into your computer (via an extension lead) with the stick right next to your power meter or smart trainer is more reliable. Plus at this point in time the companion app only lets you connect via Bluetooth. From my experience an ANT+ stick into your computer is more reliable than Bluetooth through your phone with the companion app.
All you will need to buy is a ANT+ stick plus an extension lead. Zwift sell them in their store.