My skin scars with every pimple! I do not pick at them. Why does this happen?

Combination. It is probably due to a combination of your skin itself (more prone to scarring) and the type of acne you have. Some patients have very severe acne with minimal scarring, others have tiny little pimples that leave large scars. Be sure not to pick (as you are doing) but see your dermatologist to get this acne under control so you don't have any lasting scars.