Because the rituals in this festivals do not involve idol worship or any use of a priest and on the other hand it involves praying to the sun while in water (oldest form of nature worship), it is believed to predate Hinduism and the Vedas.
The whole thing involves fasting, bathing, eating, singing and all for over six days (that's from where it gets its name).
(Dhoot! I have not stolen anything! I was performing chhath puja with Rabri ji.)
Paneerselvam - Dude! Where are all the bhaiyas going with bleddy baskets on their heads so early in the morning?