Why? Babies have evolved that way. Not just human babies, infants behave the same way across the animal kingdom:
Here we show a novel set of infant cooperative responses during maternal carrying. Infants under 6 months of age carried by a walking mother immediately stopped voluntary movement and crying and exhibited a rapid heart rate decrease, compared with holding by a sitting mother. Furthermore, we identified strikingly similar responses in mouse pups as defined by immobility and diminished ultrasonic vocalizations and heart rate. Using pharmacologic and genetic interventions in mouse pups, we identified the upstream and downstream neural systems regulating the calming response. Somatosensory and proprioceptive input signaling are required for induction, and parasympathetic and cerebellar functions mediate cardiac and motor output, respectively. The loss of the calming response hindered maternal rescue of the pups, suggesting a functional significance for the identified calming response.
Our study has demonstrated for the first time that the infant calming response to maternal carrying is a coordinated set of central, motor, and cardiac regulations and is a conserved component of mammalian mother-infant interactions. Our findings provide evidence for and have the potential to impact current parenting theory and practice, since unsoothable crying is the major risk factor for child abuse.
Infant Calming Responses during Maternal Carrying in Humans and Mice, Esposito, Gianluca et al. Current Biology , Volume 23 , Issue 9 , 739 - 745 http://www.cell.com/current-biology/abstract/S0960-9822%2813%2900343-6
In short babies have a hardwired physical response to being rocked (which is essentially a stand-in for being carried while walking). This should not be altogether surprising, it makes good evolutionary sense: babies are safest when they are being carried in some ones arms as this means they are actively being cared.
Furthermore this response carries into adulthood:
Why do we cradle babies or irresistibly fall asleep in a hammock? Although such simple behaviors are common across cultures and generations, the nature of the link between rocking and sleep is poorly understood [1, 2]. Here we aimed to demonstrate that swinging can modulate physiological parameters of human sleep. To this end, we chose to study sleep during an afternoon nap using polysomnography and EEG spectral analyses. We show that lying on a slowly rocking bed (0.25 Hz) facilitates the transition from waking to sleep, and increases the duration of stage N2 sleep. Rocking also induces a sustained boosting of slow oscillations and spindle activity. It is proposed that sensory stimulation associated with a swinging motion exerts a synchronizing action in the brain that reinforces endogenous sleep rhythms. These results thus provide scientific support to the traditional belief that rocking can soothe our sleep.
Rocking synchronizes brain waves during a short nap, Bayer, Laurence et al. Current Biology , Volume 21 , Issue 12 , R461 - R462 http://www.cell.com/current-biology/fulltext/S0960-9822(11)00539-2
(This study was carried on adult male volunteers).
What to do about it? Baby wearing, especially in a sling, was invaluable in my experience, you might also find a rocking chair useful.
Here are a couple of links to articles describing the research above (the full papers are also available as PDF's if you want to really dig into the science.)
Theese guides to infant sleep might also be helpful:
Finally its also worth remembering that your baby might still have her pre-natal sleep patterns still, at this stage, though this will change very soon.
You have my sympathies, I spent many hours, when my daughter was your age, walking her around outside, in below freezing temperatures, to get her to sleep. You are right in the middle of what is likely to be the hardest time for sleep, but it is going to get better.