Because they will measure the ambient temperature. You want the ambient temp 88-89 degrees. Temp guns only measure the temp of the surface of your eggs, the substrate, the egg crate, etc...not the ambient temp.
I have 4 thermometers in my incubator. One in the egg box, one outside the egg box, one near the top of my incubator, and one near the floor. Ideally, you want all four spaces to be the same.