Why is it haraam for the pilgrim to wear sewn garments?

Firstly: Allah has enjoined Hajj once in a lifetime for those who are accountable and who are able to do it and have the means, and He has made it one of the pillars of Islam, as is well-known in Islam. So the Muslim has to do that which Allah has enjoined upon him, to please Allah and obey His command, hoping for His reward and fearing His punishment, whilst trusting that Allah is Wise in His laws and in all that He does, and that He is Merciful towards His slaves, so that He would not prescribe for them anything but that which is in their best interests and which will be of great benefit to them in this world and in the Hereafter. It is for our Lord, the Sovereign, the All-Wise, to issue laws, and it is for His slaves to obey and submit. 

Secondly: there are many reasons why it is prescribed for us to avoid sewn garments during Hajj and ‘Umrah. For example: to remind us of how people will be on the Day of Resurrection, for they will be resurrected barefoot and naked, then they will be clothed. Reminding ourselves of how things will be on the Day of Resurrection teaches us an important lesson. It also makes us humble and makes us feel that we are obliged to submit and cleanse ourselves of arrogance. And it reminds us of the principles of rapprochement, equality and asceticism, and of keeping away from the luxurious life which is condemned, and it makes us feel empathy for the poor and needy… and there are other aims behind doing Hajj in the manner prescribed by Allah and explained by His Messenger (peace and blessings of Allah be upon him). 

And Allah is the Source of strength. May Allah send blessings and peace upon our Prophet Muhammad and His family and companions. 

Standing Committee for Academic Research and Issuing Fatwas, Fatawa al-Lajnah, 11/179 

(* Note: What is meant by sewn garments is not those which are stitched, rather it means those which are fitted to parts of the body, such as jackets which are fitted to the arms and chest, or pants which are fitted to the legs, or leather slippers (khuffayn) which are fitted to the feet, or gloves which are fitted to the hands. On that basis it is permitted to wear a watch which has stitching on the strap, or shoes on which there is stitching, or a belt in which there is stitching, and so on).