It's exactly like if you were asking why are there multiple browsers: wouldn't it be easier to have just one, globally adopted browser?
Different companies build different browsers because they believe their browser is either the best one or provides features other browsers don't have.
Different browsers sometimes need different rendering engines in order to:
Provide additional features other rendering engines don't have, or:
Avoid features the browser don't need. This is the reason why Blink, the new rendering engine for Chrome, was created.
Moreover, an unique, globally adopted rendering engine used by every browser, anywhere, means that the engine cannot be updated: once you update the engine, it will mean that some people will use the updated browser with the new engine, while others will not update anything, and so will keep using the old one.