A quick note on asking, "why is it necessary?" versus "how does it work?":
"why is it necessary" implies that there is a purpose or meaning to the phenomenon, which is not a question that science can address. Science deals with how things happen by doing carefully planned experiments. Therefore science is much better at explaining "how did it happen" than "why did it happen."

So a perfectly accurate explanation of why electric currents produce magnetic fields is complex if not impossible to understand. The basic idea is that when electrons move (an electric current), a magnetic field is created.

Understanding the phenomenon in part requires knowledge of "special relativity" which is one of Einstein's accomplishments. Special relativity claims that whether a phenomenon is due to electricity or magnetism depends on the frame of reference. Specifically, a charged particle at rest wouldn't have a magnetic field, but if you were moving relative to a charged particle, it would seem like it does.

Another complex topic which deals with this is quantum mechanics. This approach notes how electrons "spin" and if a bunch of electrons are spinning in the same direction, you get magnetism. This is more relevant for permanent magnets like the iron ones you'd put on a refrigerator.

These results come from very difficult branches of physics and mathematics and still aren't perfectly satisfactory explanations. Unfortunately when you start talking about very fundamental processes like electromagnetism, intuition can only bring you so far.