In line 16 of
RB-INSERT, we set the color of the newly inserted node $z$ to red. Observe that if we had chosen to set $z$'s color to black, then property 4 of a red-black tree would not be violated. Why didn't we choose to set $z$'s color to black?
If we color it black, we will violate property 5, namely that all paths have the same number of black nodes. This would be a harder invariant to reintroduce.