As a general rule 'why' questions about grammar will be answered by ' because '. There are a limited number of verbs that take « être » as auxiliary, and although a number of them are referred to as 'verbs of movement' they are, in my opinion, better thought of as verbs of 'relocation or translocation' or verbs of 'state' or 'change' thereof. 

"Courir" on the other hand describes a 'mode' of movement, as does 'marcher' or 'conduire', and these, like most verbs, have 'avoir' as the auxiliary. Ultimately, regardless of the reasons, it is just a matter of learning which verbs use être, noting that includes all pronominal verbs, and some verbs that use either avoir or être, under specific circumstances. All are covered by various lessons at different stages in the course.