Because the adjective is "bange", which is also it's "e-form" and "t-form" as well. Edit: This is often the case with adjectives ending in e, with the exception of lille which has its own plural only form, which is "små"
I could have sworn I just wrote "jeg er bange ikke" on another question, and i was writing what the speaker said. Did I imagine that? I had originally written it "jeg er ikke bange" but changed it remembering the previous question.