Why is the covariant derivative of the metric tensor zero?

The connection is chosen so that the covariant derivative of the metric is zero. The vanishing covariant metric derivative is not a consequence of using "any" connection, it's a condition that allows us to choose a specific connection $\Gamma^{\sigma}_{\mu \beta}$. You could in principle have connections for which $\nabla_{\mu}g_{\alpha \beta}$ did not vanish. But we specifically want a connection for which this condition is true because we want a parallel transport operation which preserves angles and lengths.

It can be show easily by the next reasoning. $$ DA_{i} = g_{ik}DA^{k}, $$ because $DA_{i}$ is a vector (according to the definition of covariant derivative). On the other hand, $$ DA_{i} = D(g_{ik}A^{k}) = g_{ik}DA^{k} + A^{k}Dg_{ik}. $$ So, $$ g_{ik}DA^{k} + A^{k}Dg_{ik} = g_{ik}DA^{k} \Rightarrow Dg_{ik} = 0. $$ So, it isn't a condition, it is a consequence of covariance derivative and metric tensor definition.

The relation between Christoffel's symbols and metric tensor derivations can be earned by cyclic permutation of indexes in the covariance derivative $g_{ik; l}$ expression, which is equal to zero.

Here is another straight forward calculation, but assuming the existence of locally flat coordinates $\xi^i\left(x^\mu\right)$. Then \begin{align} D_\rho g_{\mu \nu} &= \partial_\rho g_{\mu \nu} - g_{\mu \sigma} \Gamma_{\nu\rho}^{\sigma} - g_{\sigma\nu} \Gamma_{\mu\rho}^{\sigma} \\ &= \partial_\rho \left( \frac{\partial \xi^i}{\partial x^\mu}\frac{\partial \xi^i}{\partial x^\nu} \right) - g_{\mu \sigma} \frac{\partial x^\sigma}{\partial \xi^i} \frac{\partial^2 \xi^i}{\partial x^\nu \partial x^\rho} - g_{\sigma \nu} \frac{\partial x^\sigma}{\partial \xi^i} \frac{\partial^2 \xi^i}{\partial x^\mu \partial x^\rho} \\ &= \frac{\partial^2 \xi^i}{\partial x^\rho \partial x^\mu}\frac{\partial \xi^i}{\partial x^\nu} + \frac{\partial \xi^i}{\partial x^\mu}\frac{\partial^2 \xi^i}{\partial x^\rho \partial x^\nu} - \frac{\partial \xi^j}{\partial x^\mu}\underbrace{\frac{\partial \xi^j}{\partial x^\sigma} \frac{\partial x^\sigma}{\partial \xi^i}}_{\delta^j_i} \frac{\partial^2 \xi^i}{\partial x^\nu \partial x^\rho} - \frac{\partial \xi^j}{\partial x^\sigma}\frac{\partial \xi^j}{\partial x^\nu}\frac{\partial x^\sigma}{\partial \xi^i} \frac{\partial^2 \xi^i}{\partial x^\mu \partial x^\rho} \\ &= 0 \end{align}