Why should you conserve natural resources by buying less stuff?

Because there is a limited amount of resources on Earth and everything has a carbon footprint, so if you don't buy an item there is less demand, less supply, less made, better for the Earth.

There aren't an unlimited number amount of Earth's resources. To make these resources you are basically harming the natural environment of Earth. Once it's natural resources has been completely rubbed out, then no resources will be available if you buy too many.