Because the Sumerians did not have stone, they built the Zuggurat out of sun dried clay.
A ziggurat is a pyramidal stepped temple tower that was an architectural and religious structure common in Mesopotamia (now primarily in Iraq) from around 2200 to 500 bce. The ziggurat was always constructed with a mud brick core and an exterior covered in baked brick.
A ziggurat is a type of massive stone structure with terraced levels that was built in ancient Mesopotamia. It is only accessible via the stairways and has traditionally represented a link between the gods and humanity, though it has also served as a practical flood shelter.
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