It doesn't. Nature favors higher entropy, and in many situations higher entropy can be achieved by turning potential energy into heat, so it looks like the general proposition is that systems evolve to states of lower energy. In fact, that was considered as a possible general law of nature by early philosophers.
However, there are plenty of counter-examples. For example, consider the smoke from a fire. It rises spontaneously, so the atoms and molecules in it are spontaneously ascending to a higher state of gravitational potential energy. Or a steam engine, in which the flow of heat from a fire can easily do work (compress springs, move objects uphill, run a generator to charge a battery, and otherwise increase the potential energy of things). Very early philosophers rationalized these distinctions by saying that things tended to "seek their own level," with certain things seeking states of low energy and others seeking states of higher. This isn't very satisfactory, of course, because there's no way to determine ahead of time which thing seeks which state. One of the greatest triumphs of 19th century science was to discover the underlying principle of entropy, and that all spontaneous changes can be understood as tending to increase the entropy of the universe.
The question of why nature favors states of higher entropy is much harder to answer, because such a preference is not built into the laws of physics. Basic physics tells us states of higher entropy are favored only when you generally begin in states of low entropy. So far as anyone can tell, the universe generally began in a state of very low entropy, and it has been increasing ever since, and that's the only reason why we observe an evolution to state of higher entropy. Why the universe started off in a state of low entropy, nobody knows.