They probably don't want to have to train you, or are afraid of you making mistakes if you're not qualified to do the job. You will most likely need to be babysat while you learn the ropes, and that's more work for someone, and if a mistake happens (especially life threatening) that's a big lawsuit for them, and you're not trained. When I was in high school, I had wanted to volunteer at a hospital, but the time I got out of school after my team practice didn't work for them, so I got rejected. I didn't think of the extra work it would be for another person to make sure I didn't make a mistake, just that they were passing up free work.

This doesn’t even seem to make sense

Have someone look over what you are sending or do mock interviews to see what you are doing wrong.

Depends what you were applying for. Certain jobs require some prior experience or general knowledge. They would still have to show you the place, and hope you don't need someone watching over you. Justice because you are working for free doesn't mean anything especially if they need a paid employee to train you that takes away from others doing a job.

aim higher, start applying for paying jobs that you want