Why does everyone say I must wear sunscreen when I use a retinoid, exfoliant or brightening active?

There are two reasons, and both are about protecting the result rather than treating the skin. First, some actives can leave skin temporarily more sensitive to the sun — retinoids are the clear example, which is why a retinoid routine is paired with daytime broad-spectrum sunscreen as a matter of course. Exfoliants like salicylic acid come with the same "pair with daily sunscreen" advice as a standard part of using any exfoliant. Second, if your goal is a more even-looking tone (for instance with a brightening ingredient such as alpha-arbutin), that result tends to fade without sun protection, because ongoing daily UV keeps encouraging the very unevenness you are trying to soften. A broad-spectrum sunscreen — for example a mineral filter such as zinc oxide, which helps shield across both UVA and UVB — is what protects the appearance you are working toward. This is cosmetic reference for appearance, not medical advice; if you are pregnant, breastfeeding, or unsure how an active fits your skin, it is best to check with a doctor.