Because they need the rest of the chain, to link your certificate to a trust anchor.
At the very least you need to send your leaf certificate and the first intermediate (which is chain.pem if you use --preferred-chain as above)
If you don't use --preferred-chain you will get the current default chain.pem, which includes two intermediates, which is fine too.
But either case you have to send either cert and chain or just fullchain.
What is the server software you're trying to configure?