Research in cognitive science points to a few clear reasons:

Dual coding

When you pair a word with an image, your brain stores the idea in two ways at once (verbal and visual), making it much easier to recall later.

Active processing 

You can't draw everything, so you're constantly deciding what actually matters. That filtering is the learning.

Spatial memory 

Your brain remembers where on the page something was. A sketchnote gives every idea a location, which becomes a retrieval cue when you try to remember it.

Engagement 

The act of drawing keeps your attention on the content longer than passive copying does. You stay in the material.

Personal Meaning

Because you chose the icons and layout yourself, the notes reflect your own understanding rather than someone else's words. That ownership makes the knowledge stick.