I Why do objects have inertia?

Any force of an object on itself (like your left hand pushing on your right) has no effect on how easy it is to move the object.

 

Again, "inert" is Latin. It means "no go". There is no connection to the word "mas"

 

The concept of inertia existed as in 'things don't move unless something makes them move', before any scientific idea of mass.
That is a matter of observation of fact; 'why are things like that?' is probably not answerable.