Because when you nag someone to do something, they don't want to do it. Because if they do, it signals that they agree with your act of nagging. It signals that nagging works and you should nag more; that they changed not for themselves but because you nagged them to. That's why it doesn't work. Change has to be intrinsic and motivated from within. If you nag them, they (and you) will feel that they're doing it just to make you quit nagging, even if they actually do want to do it for themselves. This will create an opposite effect where they would rather not do it at all.

From an article which nicely sums it up:

"It’s negative reinforcement. Nagging says, in effect, “I will stop punishing you with this annoying nagging when you do what I want you to.” And the person being nagged feels that as soon as he does one task to make you stop nagging, you will just nag about another one."

It is one of the most unfeminine things you can do. No, it is also not masculine. It is just not a nice thing to do. Don't nag.

Just some thoughts as someone who just got nagged.