Comment by Kranar

There's a perfectly good explanation for why though, in fact the explanation is what motivated the formalism of entropy to begin with. There are significantly more ways that the energy contained within a closed system can spread throughout that system than there are ways for energy contained within a closed system to condense, so that if you observe the state of a system at two different moments in time, you will expect to see it evolve towards the statistically more likely outcome than the statistically less likely outcome.

And from first principles, that's what entropy is, a measure of how energy is dispersed throughout a system. Of course once you have that first principle understanding of entropy then you can come up with more rigorous formalisms to properly quantify what it means for energy to be distributed throughout a system, such as measuring the number of microstates that correspond to a macrostate, and other various formalisms that are more or less equal to each other... but fundamentally they all start from this basic principle.