Because you are plugging into the grid which is already charged. I work in the power production industry and hope you really are interested. Here is the best article I have read and hope it helps you and hopefully peaks your interest. http://science.howstuffworks.com/power.htm

" There are TWO main things that flow along wires: - Electric Charge - Electric Energy There are several other things that flow as well, but to keep it simple, we'll ignore them. Because there are TWO things flowing, we cannot call them by the name "electricity." For this reason, we cannot ask "what is electricity?" Instead we have to ask more specific questions like these: 1. What is the stuff that flows through a light bulb and comes back out again through the other wire? 2. What is the stuff that flows into a light bulb and gets changed entirely into light and heat? The answer to question #1 is ELECTRIC CHARGE. Charge is a "stuff" that flows through lightbulbs, and it flows around a circuit. Normally no charge is lost during the operation of a circuit, and no charge is gained. Also, charge flows very slowly, and it can even stop flowing and just sit there inside the wires. In an AC circuit, charge does not flow forwards at all, instead it sits in one place and wiggles forwards and back. The answer to question #2 is ELECTRICAL ENERGY. It's also called "electromagnetic energy". This energy is also like a "stuff" and it can flow from place to place. It always flows very fast; almost at the speed of light. It can be gained and lost from circuits, such as when a light bulb changes the flow of electrical energy into a flow of light and heat." Source and further information: http://amasci.com/elect/elefaq1.html#ae

Electricity is a flow of electrons down a wire. Electrons,, all being negatively charged, repel each other and like to keep an even spacing inside the metal of the wire. So when you put extra electrons in one end of the wire, they push up against the next electrons, which retreat at once - pushing up against the next, and so on. The wave of movement travels down the wire very fast, even though the individual electrons may only be moving slowly. An analogy is with a rope. You can pull on one end of a rope, and something at the other end feels your pull almost instantly. The rope itself only moves slowly, but the energy of the pull travels down the rope very fast.

Actually until and unless you complete a circuit, electricity won't flow. Hence, once you connect the plug, it just starts the thing instantly.