Multicellular organisms arose because

The answer is because a part of the organism could die and the organism could continue to live. 

In the very changing environment, such was when multicellular organisms evolved, the organisms that could adapt to that environment, survived. If in some moment multicellular organism emerged and its multicellularity helped him to survive, that is the reason this characteristic remained. On of the explanation is that multicellularity allows the organism to continue to live even if a part of the organism dies.