Because it doesn't bother me that you call yourselves African-American. Are you pretending to read minds now? Be honest, you would pitch a fit if Elon Musk were to call himself African-American, even though it would be accurate, seeing as he was literally born in Africa, and is therefore more African than yourself. I would prefer you call yourself black, because it's a more accurate description, but you can call yourself a left-handed Hottentot if you want to. You're not African, you're American, and here we're free to call ourselves what we like, we just don't have the authority to force other people to call us anything.
Of course, many Americans would prefer that all Americans not hyphenate their identities, as it defies the blending of multiple cultures into the single, unique American culture that we have enjoyed and championed for so long. That does not, however, eliminate the pride that one naturally feels in their foreign heritage as well, since the vast majority of Americans hail from other parts of the world. I see no problem with someone hyphenating their heritage as long as they acknowledge the unique American culture that they are part of instead of attempting to remain separate from it. The important factor in all of this is "American", not whatever you want to put in front of it.