Because the low frequency of the analog bass drum is too loud for the amplifier and speaker that you're playing it through.
Overdriving any audio input will cause distortion, the frequency response of the Roland TR-808 Bass Drum is infamous for having a deep bass low frequency response. Dial back the level going into the speaker so you can get a clean response. This won't diminish the sound of the original sound source. Pushing your speakers too hard can damage the amplifier and/or the horn.