The website relies on something called tiles to display the map, which are prerendered blocks at different zoom levels.
https://wiki.openstreetmap.org/wiki/Tiles
In order to make any kind of devices able to visualize the map, the tile server will distribute rasterized tiles, which are easy to process even on a low-powered device. The drawback is that those tiles need to be generated by the server and more importantly stored. A tile of the entire earth zoomed out will not take a lot of storage, but the higher you zoom, the more tiles you need. If you don't put a higher limit to the zoom level ,it will take an exponential amount of storage on the server, which is a problem.