It’s my idea, why can’t I keep it for myself and commercialize it?

When you become employed by an institution, you will be subject to its policies.  Most research institutions have an intellectual property policy (see above).  When you sign your employment agreement, you agree that you will disclose new innovations and help the institution to commercialize it should they choose to move forward with it. 

Also, if your research is funded through an external grant (government or otherwise), by accepting that grant, you may be committed to disclosing and commercializing any inventions that you might discover to the funding entity.