Because it's the nature of your industry. If there are opportunities to gain experience in your field before you get a full time job, even if it is for free, than those candidates who did that will be more competitive than those that didn't.
Might as well just save the time and make it known from jump that theyre not bothering with anyone who has never done an internship, assistant position, volunteer work, temp job. Whatever. And having experience in the field is more important to employers than your psychology degree.
A college degree is not enough in this age. I tell young fellas all the time you HAVE to intern, or find some type of "work" in your field before you get the full time job. In fact the internship can turn into a job. But you gotta do it or you're simply less competitive in the resume pool.