Because it's wrong. It's a quantum of the electromagnetic field. It's neither a wave nor a particle. It just happens to have some properties of both.
But for the duality, there's something bigger that the responses always seem to blow past. Is wave-like nature for explaining behavior (wavy double-slit intensity pattern), or is it something to have a mathematical mapping to measured probabilities?
Quantum stories always seem so backwards. The root phenomenon is some sort of irreducible probability. But then the mechanical part (inference in double-slit) goes a totally different direction. Instead of just turning the situation into a probability of one-or-the-other slit, it STAYS as a wave.
Okay, now you have a new hole in the story. If the photon refuses to choose just 1 slit to go through, why does it choose 1 spot on the photo paper to land on?
Why do we not still have to consider interference in outcomes after the photon makes its mark on the paper? Why does there appear to be like a limit on entanglement, such that it goes away beyond a certain scale? Why are quantum computers hard?
The photon (as a field excitation) goes through both slits, but is quantized so only has enough energy to trigger a mark at 1 spot on the photo paper.
> Why do we not still have to consider interference in outcomes after the photon makes its mark on the paper?
If we want to be completely accurate, we should. However so many interactions happen so quickly that the law of large numbers quickly takes over and obfuscates the quantum reality. Technical term for this is decoherence.
> Why are quantum computers hard?
Exactly because of this decoherence. It is very difficult to keep the qubit state isolated from the environment throughout the computation.