You could ask a similar question about any type of naming convention - middle names, first then last name vs last then first name, hyphenating or not, double-barrelled surnames, patronyms/matronyms (which can be done in multiple different Slavic and Scandinavian ways). There are myriad reasons for these conventions and I'm not sure you can ever reach a truly satisfying answer but there are some factors that are involved in double first names becoming more popular:
*They have long existed but were not in favour for most of history - an arbitrary event can increase their popularity as we will see
*They allowed for an increase in the number of names available without making up completely new names - with a growing population this may have been seen as a useful distinguishing feature
*They allowed people to have more religious/saint names which was seen as favourable in some religions
*They were initially seen as a distinguishing upper-class feature, until they started to catch on with lower classes
Double names have long been popular in many European cultures such as French and Scottish. In England in the 17th century, King Charles I was actually double named Charles James Stewart according to Catholic tradition. His coronation led to a rise in double names throughout non-Catholics in England.
I don't think you can really answer why some languages prefer them - as with any cultural phenomenon it likely is started as a random arbitrary event and it became engrained as a tradition or habit over time, so that today it just feels like the natural order to people within the culture.
https://www.psychologytoday.com/au/blog/whats-in-name/201406/the-psychology-double-names#:~:text=The%20tradition%20of%20double%20first,for%20social%20and%20religious%20reasons.
