Why can’t you send the approval email to my personal address?

Certificate Authorities need explicit approval from the domain owner to issue an SSL certificate. Since only you/any authorized person in your company will have access to set up an email address associated with the domain or email forwarding for any one of the generic @example.com email addresses, the approver email is sent to the @example.com address and cannot be sent to any personal email address as a security measure. The only exception is the email address listed in the domain’s Whois information.

More information on domain control validation.