Not all of us do. However, to explain why it is done, to wit:
There is a passage in Leviticus that states that a Jew shall not cut the corners of his beard. What "the corners" are happen to be variously interpreted by Jewish scholars. Some scholars interpret it to mean you cannot shave the sideburns, or even cut them. Other scholars interpret it to mean the corners of the beard proper. I can't really explain that without a photo, and I haven't got one. But suffice it to say that I do not grow sidelocks, which are called peyas in Yiddish. Of course, the bottom corners are pretty obvious.
Now, some Jews cheat. The Halacha (Jewish Law) specifically states that one shall not cut the beard with a straight razor. So some Jews use an electric razor, which is basically little tiny scissors that clip the hair from the face. That is why an electric shave is never as close as a straight razor shave.
Although technically permitted, it violates the spirit of the thing in my mind. And the point of having a beard in the first place is to avoid having a female appearance. So... Well, you can see where I am going with this. Anyway, that is the answer. I don't grow peyas myself. Men that do, like the fellow in the picture, have to start when they are very young. Usually, they start NOT cutting the sidelocks when they are about three or so.