Because whilst you might understand what it means, that is not correct English. That sentence suggest something different in English. To 'come from' a country suggests that it is your native country, where you were born, where you grew up. It suggests something that you are. To be 'coming from' a country suggests something that you are doing, and that you are simply travelling from there. Just the same as 'I CAME from' would mean something slightly different, that would suggest something you do or were in the past.