Because this is the only thing which we can easily afford and costs nothing. You use things which belong to you for this exercise and there is no borrowing from the outside world. The mind, body, brains, soul, heart and everything that is within you.
You are not asking other’s participation and intervention. The habit does not demand the specific place to cultivate within oneself. You can start thinking while traveling on a train, sitting in the rest room, climbing the mountains or while having a bath. There are no limits and barriers. You can think like a cop or like a hardcore criminal. Like a tech savvy obsessed to gadgets or like a saint and scholar who believes in Upanishads.