Is it because someone asks us to? Is it because we are ordered to? Is it because we recognize good reasons to? I suppose that all of these are reasons that people change, and no doubt there are other reasons as well.
My experience is that people change because they are afraid of something (or someone), because they are tired of the effects of current behaviors and want something better, because love dictates it, because they are in some way unhappy with themselves and what they are doing, or not doing. Fundamentally however, it seems to me that we change because we finally truly want to, at least partially. That is, there may be a part of ourselves that really does not want to, but a larger part of us does. Without this internal desire, nothing really changes significantly.
In therapy, change can take place like this: at first there is simply unhappiness, ineffectualness, discord, trouble, or pain, and one seeks out therapy as a way of getting help. It isn't always understood, strangely enough, that if things are going to be different, going to change for the better, it means that you, the client, will be making changes in yourself. This realization may dawn only gradually, and then the pace and the means and the manner of making changes comes into play more explicitly.
The experimental phase of therapy may begin here, in which you now understand the benefit of doing things differently, and you have some commitment to doing things differently because of these benefits, primarily to yourself - there is this level of healthy selfishness, of course - but also to the others around you, and to your relationships and living generally. Trying new approaches to behaviors, perhaps struggling with strong feelings that would lead you back into the old ways of doing things, challenging yourself, building new strengths, all enter the experimental stream. And slowly, real change takes place, not only in what you do and how you do it, but in how you think about yourself and others, how you speak, and also how you now feel differently, and feel better.