I disagree with Ovate. Not all of us believe in that form of reincarnation, and in reality, not all of us believe in reincarnation. I personally think its a choice, not a requirement. And furthermore, i would like to point out that in some native american traditions reincarnation is not random. One such myth is this: When you die, your body goes to the Low realm(nothing like the christian hell) where you face the wrong you have done until you truly realize that you were in fact wrong. Then you go to a place called summerland, where you plan out your next life, the goals you need to meet to help your soul advance. From there you are reincarnated. Once you have achieved perfection you and no longer need to be reincarnated your soul is allowed to ascend past summerland.
To answer the orignial question though....It is important to not worry about the why. The why is what get people caught up in myths and legends. This is the way things are now, there doesnt need to be a why. Enjoy what you can and when its over...who knows and who cares. Religion has spoiled our natural ability think for ourselves. We need to stop looking to outside beings for guidence and listen to ourselves. We arent as weak as people would like to pretend. We all have it inside us to be great, why hault that focusing on "spiritual pipe dreams"?