Short answer is that I-adjectives already have a sense of "to be" already built in.
In a more complex explanation, NA-adjectives evolved from NARI and TARI adjectives in Classical Japanese. NARI and TARI were copulas, the predecessors to the modern DA/DESU. Since NARI and TARI became DA/DESU, that was preserved.
I-Adjectives came from KI and SHIKI adjectives. As with their modern counterparts, these adjectives also have a sense of "to be" embedded within them.
