Why do so many tornadoes occur in tornado alley?

It is a combination of factors.

Warm moist air from the Gulf of Mexico frequently moves over the region from the south. This collides with cool air from Canada and dry air from the Rockies. This collisions of air mass is often triggers thunderstorms, often very strong ones. The region also frequently gets strong wind shear. This can tilt storms, causing them to further intensify, and can also start them rotating. Tornadoes develop from this rotation.

Another factor is a layer of very stable air that forms about a mile off the ground, called a cap. This cap holds back thunderstorm development, causing instability to build up underneath it. If a developing storm is strong enough it can break through the cap, and if it does it will develop rapidly and become very intense.