Because he:
1) stood up to HHH
2) saw through all of HHH's manipulations
He wasn't aware of the kind of person Triple H was before joining Evolution? What's so good about taking so long to stand up to someone, that everyone can see is an asshole. Batista has always seemed like a big idiot to me.
Why not? Here's a newer guy like Batista, a virtual nobody, and suddenly the champ hand-picks him to join his group. Here's his chance to run w/ the big dogs, make his way up the card, and to make some serious money. Of course he'll overlook HHH being an asshole. HHH gave him his big break, so there's probably loyalty on Batista's part. It wasn't until he saw that maybe he could become champ, and that HHH wouldn't allow that to happen, that he finally woke up about what was going on.