Because these are convergence zones where active faults develop and rising of melted material generates lava.
Volcanoes and earthquakes are very often find along the boundary of convergent zones where two plates are pushed one against the other.
The resulting pressure generates enormous tensions within the litosphere that will break along specific directions creating what it is called active faults.
The energy released along these faults is the source of earthquakes.
The heavier plate will sink below the lighter one (as example along the western coast of the US where denser basaltic oceanic plates are pushed below the lighter rocks of mainland) being melted by the rising temperature which is found deeper underground. The melting of the subducted plate is the source of lava feeding the volcanoes.