Why does DMA interrupt the CPU when ready to transfer?

DMA (Direct Memory Access) does not actually interrupt the CPU - it requests control of the bus, so that it can perform the transfer itself. It becomes a bus-master. This is done using the HOLD and HLDA (Hold Acknowledge) control pins.

This is not the same thing as an interrupt, which is where an external device requests the CPU's attention, and the CPU goes off and performs some code to service that request. In the case of DMA, the CPU actually freezes for the few cycles that the DMA controller requires, which is much, much more efficient than using an interrupt service routine.