Because that’s the way the architects intended find(id) to work, as indicated in the RDoc:
Find by id – This can either be a specific id (1), a list of ids (1, 5, 6), or an array of ids ([5, 6, 10]). If no record can be found for all of the listed ids, then RecordNotFound will be raised.
If you don’t want the exception to be raised, use find_by_id, which will return nil if it can’t find an object with the specified id. Your example would then be User.find_by_id(1).