Because they carry mindcontrolling parasites, toxoplasma gondii. In rats, the infection causes the victims to commit suicidal acts (uninfected rats avoid the smell of cat urine, but infected rats seek it out). In humans, there seems to be a link between toxoplasma gondii and schizophrenia. Yahoo took the story from Technovelgy. Imperial College London has the Cat-parasite-schizophrenia research story.