The short answer would be "because that's the way those operators are defined in the specification".
From section 8.19 of the ECMA C# spec:
Lifted forms of the == and !=
operators consider two null values
equal, and a null value unequal to a
non-null value. Lifted forms of the
<, >, <=, and >= operators
return false if one or both operands
are null.
