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Because as in the veins, there is no real pressure in the lymphatic vessels. They depend on muscle movement to push the lymph along, and peripheral veins are also helped by muscle movement to move the blood against gravity back to the heart. The arteries are very deep because they are already under pressure and they must be protected from injury as much as possible, since a severed artery will cause tremendous blood loss in a short period of time. By being located a bit further up, around the skeletal muscles, lymph vessels can benefit from contractions of skeletal muscles.

I think caitie nailed it.