I want to know WHY are gymnospermous plants gymnospermous?

Quoth Wikipedia:

The standard hypothesis is that the gymnospermous ("naked", as in "not coated", seed) condition is primitive. All the earliest known vascular plants are gymnosperms. The angiosperms developed later (probably before 125-130 MYA), with such suddenness that Darwin called their appearance in the fossil record an "abominable mystery". What we don't know is which gymnosperms were their ancestors; it's now presumed that they developed out of a long-extinct branch.

The more interesting question is what factors caused angiosperms to become dominant so suddenly. This question has generated a lot of interesting hypotheses, from "because coated seeds lend themselves to being distributed by animals" to "because dinosaurs didn't know how to eat them".

This is a point which a bears repeating. Sometimes things like that happen because there's a reason for it, and sometimes they happen because they just happened and nothing has come along to prevent it.

Take the black squirrel, there's no particular reason for it to exist, but the melanistic subgroup isn't sufficiently damaging to it that you do see them pop up from time to time. And apparently in a few areas they're the dominant sub group rather than the more typical eastern grey.