Here's why:
* The connection: The scar is a physical manifestation of the connection between Harry and Voldemort. Voldemort's killing curse rebounded on him, leaving a piece of his soul tethered to Harry.
* A shared experience: Because of this connection, Harry feels Voldemort's emotions and experiences. When Voldemort is angry, frustrated, or experiencing strong emotions, Harry feels it as a burning pain in his scar.
* A warning: The scar acts as a warning system, alerting Harry to Voldemort's presence and intentions. This is crucial for Harry's survival, as it allows him to be prepared for any potential danger.
It's important to note that the scar doesn't physically burn, but the feeling is described as a "burning" sensation due to its intensity and unpleasantness.