If you want the first-principles answer, it is that sounds in nature tend to occur as multiple overlapping tones one or more octaves apart, so our ears and brains have evolved to hear a sameness in them.
That is, when you pluck a guitar string that's tuned to 400hz, it also vibrates at 800hz, 1600hz, and so on. (Do an image search on "guitar string harmonics" if it's not obvious how that would work.) But we hear such overlapping tones as a single "note", whereas a 400hz tone overlapping with a 600hz tone sounds like a chord.
That is, when you pluck a guitar string that's tuned to 400hz, it also vibrates at 800hz, 1600hz, and so on. (Do an image search on "guitar string harmonics" if it's not obvious how that would work.) But we hear such overlapping tones as a single "note", whereas a 400hz tone overlapping with a 600hz tone sounds like a chord.