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I think it's mainly because in old Greek (where the old math rules were created) mathematitions used shales and geometry for all their rules, they believed that mathematics was made to solve real world problems so each and every rule should have a real world (geometrical) representation of it, so they didn't alow any negative or imaginary numbers in their calculations or rules ever, until modern algebra and equations were introduced thousands of years later which abandoned that rule of needing real world (geometrical) representation for each rule. So yeah even negative numbers don't work, only reason they do is because on drawings we represent them as a distance in a direction opposite to a certain axis, so we basically take their norm to be functional in the Greek's equation system/world, and it's only coincidence that this happens to be the same as doing nothing before squaring it as it gives the same answer as the square of positive numbers, which unluckily doesn't happen in the imaginary numbers case. In short the purpose of Pythagoras rule is to find lengths which are positive so if we try to find the LENGTH of the hypotenuse we can just take the norm of each dimension first otherwise the Pythagoras rule is out of its element and pointless to apply as it loses its acual purpose