You've got to start somewhere. A static main is the simplest execution environment you can have -- no instance of anything (outside of the JVM and the simple string parameters) needs to be created -- so it can "come up" with a minimum of fuss (and low likelihood of a coding error preventing startup, etc) and can do simple things without a lot of other setup.
Basically an application of KISS.
[And, of course, the main reason is: Why not?]