That's a good question. Since we ultimately want our tests to pass, why not write them to pass first.
The answer is that we really want our tests to stimulate development. We want the tests to be the first. Because when we write a test that needs some functionality, a concrete expression of what is needed and that the new bit of functionality is well defined. Initially, this functionality does not exist (therefore, the test is red); when we have successfully added functionality, the test is green. This is a pure definition: either functionality is present, or the test passes, or not, and the test does not work.
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