Mitochondria likely started as free-living bacteria with thousands of genes on its own chromosomal DNA. This was engulfed by an early proto-eukaryote. This was a long time ago, but the arrangement was advantageous. Over time, genes have moved from the bacterial genome to the host nuclear genome. Now, the mitochondria only have 13 protein-coding genes left out of thousands.

Why? is the interesting question. One answer is that storing DNA in a specialized nucleus with much more sophisticated repair machinery keeps those genes in good order. A bit like keeping the plans in an office and not down on the shop floor with all the dangerous machinery.

There are organisms which have already transferred the whole mitochondrial DNA to the nucleus.