Who cares why they do it. Bullies aren't tough guys, in fact they're usually total cats. And by cats, I mean that other word for cats. You know the word I mean.
There are plenty of real (or wannabe real) tough guys, but tough guys look for a worthy challenge. Bullies don't want any challenge at all, in fact they go after the easiest targets they can find. You're that easy target.
Unfortunately, there is only one way to stop people from bullying you. And no, it's not explaining to them how bullying damages your self esteem. It's not asking them nicely either. You have to stand up and actually stop them, which usually means resorting to physical violence. It's the only way that actually works.
Worst case scenario, you get your butt kicked once or twice. Best case scenario, you kick their butts. But either way, they'll stop bullying you. Now that they know you'll fight back, you aren't an easy target anymore. Remember, bullies don't want a challenge.
NOTE: Depending on your situation, you may want to get into shape and study the art of fighting a little first. I was in your shoes in my early teens, and my folks put me into Kung Fu classes. (This was back in the days when martial arts were still exotic, not something everyone studied.) I worked out and studied, then stood up to my bullies. And let me tell you, it's immensely satisfying watching your former predator bleed and cry for mercy.