Because current is a movement of charges - it has direction of its own. For example in a conductor, the current will be along the length of the conductor and so will be the current density.
Just because the direction is obvious does not mean that it is not there. 🙂 You could have a huge metal piece with some parts of it inside magnetic field and current flowing in it in a manner different from what you're used to seeing.
In other words: current is movement of charges. Movement has direction, so whatever else you want to do describing that movement can include this direction as well. In certain cases it might be simpler just to talk about the magnitude and ignore the direction but that does not mean it is not there.