Great question!

It is generally believed that microwave ovens (operating at 2.5 GHz) are tuned to an absorption resonance in water, but this is not true. They are, in fact, importantly tuned slightly “off resonance”.

The reason is penetration depth! Here is a figure that shows the index of refraction and absorption coefficient of water at various frequencies, including microwave ovens. At 2.5 GHz, the microwaves have a 1.3 cm penetration depth in water, meaning that ~2/3 of the energy is absorbed in that depth. That’s perfect for cooking a slab of meat, or a bowl of soup. If the microwaves were “on resonance” with water, the penetration depth would be less than 1 mm, meaning that you couldn’t defrost anything without searing the surface, and you would boil off your soup’s surface without removing the chill from the rest of it!

Basically, in concept, a microwave-radiation device tuned to a resonant absorption in water is a great idea; in practice, we need something less efficient for it to be more useful.

In essence, this question is analogous to asking “why do ovens have power settings other than broil”?