First reason is that mucosal tissue creates a physical barrier that is very hard for microbes to get through. Additionally, the vast majority of lymphocytes in your body are found in those tissues. And your immune system is just in general much more active there too. When cells detect an invading organism they don't call for help, they just initiate the immune response themselves.

Of course, it would be horrible for our entire bodies to be composed of this sort of tissue. its great against microbes, but not so great about mechanical damage. So you only find it where its most important.