Because if Plegius didn't create Palpatine, then it just muddles everything. I believe it is a Sith's duty to create their apprentices by ill means, while Jedi go and ask permission if they can take someones child or not. Obviously the Jedi were unaware of the mystery of the Sith (Windu mentions the mystery once, but the reason it is a mystery is because the Jedi don't know what it is). The mystery of the Sith is their manner of using the force to make women pregnant, then manipulating the lives of their child in order to assure that they become their apprentice. Even the apprentice doesn't know this is the case until they reach a certain hight of enlightenment and realize they must sire an apprentice of their own. This is why, with out a doubt, we can be sure Pleguis created Palptine, and Palpatine created Anakin. Also, it is essential to the Sith apprentice that they see their master as a father figure and a moral example. In this way the Sith master can properly corrupt his apprentice to be truely twisted and evil.