Because they were taught so. And they were taught so because someone at the top wants your money, wants you to be constantly mildly sick and therefore attached to his institutions, and they want you to be able to work till retirement and then die soon after.
But sure enough, if you do not know how to behave with the sun, you may die from it a lot faster than from the sunscreen.
But you can be perfectly well in perfect health with the sun (on your skin directly without protection for some time), a lot better than with sunscreen, if you know how.