In order to have been somewhere, or to be going somewhere, first somebody or something has to be. Bombadil said it: I am.
He does things, yes, but he does them for delight. Because he can. He does what seems right and he doesn't particularly fret about what he can't do. He is the Master.
Perhaps the secret identity of Bombadil isn't "He's a Maia!" or "He's Eru incarnate!". Perhaps Bombadil is Tolkien. Why write? Because he can, he's gifted with the ability and the fascination, and because it's not hurting anybody, and because he and others take pleasure from it. What does he write? That of which he is capable. He does it. Tolkien was a master, as far as that thing goes, of his play.
Maybe Middle Earth is secretly Taoist in nature.
Or maybe it just is.
What's the point of asking why? After all, why not?