Because it is great at conducting a current and copper is expensive (so are the other alternatives like silver and gold)

Aluminium provies much better conductivity to weight ratio
meaning copper is ofcourse the better conductor but it is also a lot heavier than aluminum.
Aluminium is 2.74g/cm³ and copper is 8.64 g/cm³ soo copper is three times as heavier and if you used that in cables it would be reallly messed up and dangerous and costly as you would need better material or infrastructure to hold the copper wire in air compared to aluminium which is easy to hold in air and is less dense and would be suitable for electrical cables.