Why do subshells and orbitals exist?
Very nice question. I also had the same question. These orbitals are nothing more than functions (wavefunctions). They are solutions to Schrodinger's equation, a second order differential equation. So you solve the equation and the solutions you get are determined by $4$ numbers also called quantum numbers $n, l, m_l, m_s$. A shell consists of all orbitals with same value of $n$ whereas a subshell consists of all orbitals with same values of $n$ and $l$. As others have pointed out the solutions are exactly only for the hydrogen and hydrogen like atoms.