Потому что вы режете сук, на котором сидите.
The iterators returned by this class's iterator and listIterator methods are fail-fast: if the list is structurally modified at any time after the iterator is created, in any way except through the iterator's own remove or add methods, the iterator will throw a ConcurrentModificationException. Thus, in the face of concurrent modification, the iterator fails quickly and cleanly, rather than risking arbitrary, non-deterministic behavior at an undetermined time in the future.
List<String> names = ....
Iterator<String> i = names.iterator();
while (i.hasNext()) {
String s = i.next(); // must be called before you can call i.remove()
// Do something
i.remove();
}
