The reason is our anatomy. There are no muscles in our fingers, but so called "tendons". Tendons connect muscles to bones. We move the muscles in our arms to move the tendons, which are connected to the bones in our finger, which then moves the finger.
Thumb, index and middle finger have their own tendons, which enables you to move them individually, even when other fingers are blocked.
Then tendons of the other two branch into the tendons of other fingers, which makes it impossible (or very hard) to move them, when the other fingers are blocked.