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Because without Proof of Work it's not possible to get every node to agree on the state of the system.
Google the Byzantine General's problem to learn more
Proof of work is a distributed random selection algorithm, or, as I often say, a lottery. But what makes it so there can be total agreement is the magic spice that Satoshi brought, the notion of hash weight as a discriminator for concurrent solutions.
Nodes keep the abortive offshoots that fork here and there as the inevitable sub-12 second concurrent solution discovery always makes the odd side branch.
Yes, indeed, you could say that nakamoto consensus is not a blockchain but more like a vine, with a central leader and small and short branches like the spiral grabbers on grapes or passionfruit. A block-vine. I don't think it will stick, but blocktree sorta sounds cool and it's almost valid, if you can call it a tree when it cannot grow laterally.
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