It's not a rule per se, so much as something everyone does. Throughout the history of the English language, if the correct meaning is still conveyed, grammar rules tend to evolve with the current usage.
To create a question in English, you invert the subject and auxiliary/copula word of a declarative sentence. Making a question out of the following sentence is easy:
I will know.
Will I know?
It's easy to see that will and I should trade places. But how do you make this sentence into a question:
I know.
This is a vaild sentence in English, yet it has no auxiliary/copula word. There is nothing to trade places with I.
When sentences have auxiliary/copula words, the rule is easy to apply, and the resulting sentence is not awkward. Strict adherence to the rule in the absence of an auxiliary/copula word makes for an awkward sentence:
Know I?
If you use a proxy verb in place of a missing auxiliary/copula word, then you don't need the rule to ask a question. do is a great candidate for a proxy verb, as it is a Swiss-Army knife for the English language.
Do I know?
I'm betting printing press operators helped perpetuate and encourage the use of do in these cases, as they did not have to rearrange letters within words to form a proper question. The more people read the sentence with do, the more they used it as well.
Consider more how English is used, rather than what the rules are. Today's rules are defined by how English was used in the past, and tomorrow's rules will be defined by how it is used today. Rules try to nail down how the language is used, but they don't always reflect the lay person's actual use. do-support is part of the language now, but I'm betting it evolved organically rather than appeared suddenly.