Why does the sacrum fuse together?
It isn't just humans that have fused sacral vertebrae. Animals on the phylogenetic tree ranging from Squamata (lizards), to Aves (birds), to even Monotremata (egg-laying mammals) all have fused sacral vertebrae. The fused vertebrae can serve as a stronger, weight-baring structures for animals that do land locomotion, including humans. Any bones that have evolved to withstand extensive force will also be thick or fused together: and example is the fusion of the radius and ulna in frogs. This fusion of bones allows for the forearms to withstand the force of landing after a large leap. 

Photo references:

Bird Sacrum: http://www.discussfossils.com/forum/uploads/842/sacrum_2.jpg

Frog Radioulna: http://classconnection.s3.amazonaws.com/573/flashcards/4420573/png/appendicular_skeleton-frog-142D89D722717E64724.png