Because Jesus was the Word of God and was in the beginning, with God, and is God by virtue of Yahavah speaking - which his Word was able to create. Yahavah sent his Word, which became flesh, named Jesus, and Immanuel (God with us), Jesus as a man was not immortal, but what one sees is that Jesus died, and then goes on to hell, and then is risen again by the Holy Spirit of God. His soul within was immortal, pure, but the flesh was still just as real as ours with its temptations within our own soul. That flesh though Jesus gave up and died, and the Christ in him left. And that Flesh became the sacrifice for all sins due to the pureness of unstained blood which never sinned, fulfilling the Law of Moses and the covenant made with Israel, which in turn is done away with in turn for the new covenant which is now by the spirit.
The reason is because of being the Word of God, and the Word of God can’t die. The flesh did, and the flesh of Jesus was risen, but this was in part for those whom believed him, saw him, and the 500 witnesses who see him ascend are promised to see him return again within that age, coming back to get the bride of Christ, and do away with Satan, Death, Hell.