sine wave

Cause the generators go round and round.

Mains supply? Spin a coil of wire in a constant magnetic field, and the current will be sinusoidal when spun at a constant rate.

Electronic power supplies (even if derived from mains supply) have many different kinds of outputs.

The sine wave is a natural function of the rotary nature of generators.

Inverters can more easily make square wave but this has many other frequencies included in the waveform. These additional frequencies cause unwanted noise and heating in many of the connected loads, especially motors and trasformers.

This is a very simplistic explanation based on your simple question.

regards

Chas

A sine wave is the only form that can be readily converted through Transformers to step voltages up or down.

Also due to the natural form created by a Rotating coil through a magnetic field.

Regards,
Sapper

Electrical and mechanical losses will be less