Why do humans have different blood groups?

Till 20th century, it was thought that all human blood is the same, then, it was discovered that there are actually different types of bloods, A, B, AB, O, their positive and negative types. Well, what made different blood groups, is linked with our immune system.
As you may know, our blood contains white blood cells which provides immunity from the external agents such as bacteria and viruses. The “type” actually refers to the presence of a particular type of antigen sticking up from the surface of a red blood cell. An antigen is anything that elicits a response from an immune cell called an antibody. Antibodies latch onto foreign substances that enter the body, such as bacteria and viruses, and clump them together for removal by other parts of the immune system. The human body naturally makes antibodies that will attack certain types of red-blood-cell antigens.
For example, if only antigens of type 'A' are present in your blood group, it is classified as type A blood group, if both A and B are present, it is called type 'AB', whereas, if there is no antigen present in your blood stream, it is called 'O' type blood group. Another thing is the + or - sign next to your blood type. If indicates the presence or absence of another antigen known as Rh factor. So, if blood containing different antigen is given to a person, his blood immune system identifies it as 'enemy' and attacks on it. Clearly, it deduces, why O negative is the universal blood type.
For the next part of question, is it related with evolution? Well, yes it is and it is believed that blood types evolved around 20 million years ago, however, actual causes are still a subject of research. Lastly, if we had same blood group, it would meant that all of us shares same antibodies and needless to say, we would no longer have the requirement of testing for blood type before transfusion. Simple, isn't it?