Rose said why when she and Donna arrived at the UNIT base. Review the conversation involving Rose, Donna and Captain Erisa Magambo, beginning as Rose and Donna enter the warehouse/hangar that contains the TARDIS.
- ROSE: I've told you, don't salute.
MAGAMBO: Well, if you're not going to tell us your name.
DONNA: What, you don't know either?
ROSE: I've crossed too many different realities. Trust me, the wrong word in the wrong place can change an entire causal nexus.
(A "causal nexus" is an interrelated set of causes & effects.)