Relativity is an explanation of what happens, and is as good a one as we have.
But you can always ask 'why does it work that way?? ' Why does a moving charge withrelative motion create a magnetic field...why do magnetic and elertic fileds exist at all??
nobody knows...but THAT is what happens in this universe...
science almost always explains what happens not why...
we know the 'right hand rule' works but that doesn't mean we really know why...nor why the electric and magnetic field vectors are perpendicular...