because Java is a language with it's own syntax. the way you suggest wouldn't compile.
neither would the first, btw, you need to add a ';'
Run obj = new Run;
if this was valid, what if your class had two constructors? the jvm needs to know what it is you are trying to do, and for methods and constructors, it expects a list of parameters, which can go from 0 to ....
those, you put between the '()'
1) because java has its own syntax that has to be followed upon object creation
2) because you can initialize your class i nthe constructor so whenever you create an object of that class, it will already have assigned parameters and be ready to use(for example GUI's)