To expand a little on Ned's answer it is because the move from unicellular to multicellular was not a matter of adding one cell at a time. It is far more likely that the path involved increasingly greater integration of colonies of single-celled life forms.
We do have a possible analogy for the specialisation of cells, too - the social insects have specialised "castes" in their colonies. Even reproduction is handled by a single queen (and a number of drones)