One of the most common ways for DNS records to connect your domain to a hosting provider is using a CNAME record. CNAME records cannot be set up on the root or naked domain. Because of this, a CNAME record has to be set up with a subdomain, and "www" is the most common subdomain.
When a domain is connected to a hosting provider in this way, then either they also provide a second record, usually an A record, to point the root or naked domain. If they don't, then we add our own forwarding A record, which redirects the root domain to the CNAME set up on www.yourdomain.com. This is why you see your site forwarding there.
Using a CNAME record on the root domain breaks RFC compliance (basically, clear "instructions" in how the internet does routing) and can result in DNS records not resolving. Which means your domain would not work with your hosting provider.