Because Cheney told them to
We do know the White House expressed an interest in those documents, that Vice President Cheney's office, in particular, had raised questions about them. The CIA then sent this special emissary, former ambassador to a number of countries in Africa, Joseph Wilson, who went over there, looked into it, came back and concluded that the documents were bogus, that there was no such purchases at all.
In March of 2002 the former ambassador briefed the CIA and told them that the intel was bogus and that the document that it came from was a forgery. The CIA followed up with another investigation and came to the same conclusion.
Vice President Cheney and his most senior aide made multiple trips to the CIA over the past year to question analysts studying Iraq’s weapons programs and alleged links to al Qaeda, creating an environment in which some analysts felt they were being pressured to make their assessments fit with the Bush administration’s policy objectives, according to senior intelligence officials.
Administration officials said Mr. Cheney's views mirrored those of President Bush, and were part of an ongoing effort to convince the allies, Congress and the American public of the need for what the administration calls regime change in Iraq.
The White House calculated--correctly--that before anyone would make an issue of the fact that this key piece of "intelligence" was based on a forgery, Congress would vote yes. The war could then be waged and won. In recent weeks, administration officials have begun spreading the word that Cheney was never told the Iraq-Niger story was based on a forgery.