To answer this question, let's imagine a thought experiment.
Let's answer the first question: Why do the images of infinite lines terminate?
Let's answer the second question: Why do parallel lines converge to the same vanishing point?
And finally, the last question: Why do some families of parallel lines remain parallel in the picture plane?
Putting these observations together, what do we get?
The previous exercise suggests that the vanishing points we've seen so far may have something in common...