Because in experimental craft, one doesn't want to have to line up with a runway when the controls have stopped functioning or a wing has partly fallen off.
Once, when a test pilot landed the X-15 on a lakebed, the fuselage broke in two:
Quote: "The X-15-2 on Rosamond Dry Lake following mission 2-3-9*. The fuselage failed when the nose gear impacted the ground. The shock absorbing ability of the front landing gear strut was impaired by foaming of the oil in the strut when it was extended. The back of the X-15 broke at a structural join behind the cockpit."
What lutusp said plus the fact that the lakebed runways are much, much longer than the tarred runways. So the combination of much more width and much more length means its far safer to get an aircraft like the X-15 on the ground.