Why is there usually volcanic activity when the two plates move at a convergent boundary?
Usually because one plate is subducted under another plate into the lithosphere where crust is converted back into magma and is released through volcanoes.
Perhaps the most common example of a convergent boundary is oceanic crust and continental crust colliding. Typically the oceanic crust is subducted into the lithosphere under the continental crust. This in turn, allows magma to form under the heat and pressure of the lithosphere allowing magma to be released through volcanoes that typically form along convergent boundary.