Simple. They want to get somewhere and you do not walk as fast as the dog walks. There are plenty of other reasons your dog wants to go somewhere other than where you are such as, to chase a squirrel, smell a well-trafficked tree trunk, other dogs, and to meet other people. You have to understand that pulling to get to those things will cause the dog to love to pull or to think pulling is the only way to get there. You can hold the leash tight to your body and/or yank back as hard as you can but, it will never teach the dog what you are looking for. You are only going to cause frustration for both you and the dog.
What you need to teach the dog is if he/she pulls at all in any way whether is pressure that is light as a feather or whether it is a full force pull you have to teach the dog that it makes the walk stop. Let that sink in........
If you stop walking because the dog is pulling, then you would never get anywhere. This is why you practice inside your home where there are no squirrels to chase, no tree trunks to sniff, no other dogs or any humans to lick. You are in a distraction-free area inside your home or as distraction free as you are going to get.