Why static variable needs to be explicitly defined?
From the beginning of time C++ language, just like C, was built on the principle of independent translation. Each translation unit is compiled by the compiler proper independently, without any knowledge of other translation units. The whole program only comes together later, at linking stage. Linking stage is the earliest stage at which the entire program is seen by linker (it is seen as collection of object files prepared by the compiler proper).
In order to support this principle of independent translation, each entity with external linkage has to be defined in one translation unit, and in only one translation unit. The user is responsible for distributing such entities between different translation units. It is considered a part of user intent, i.e. the user is supposed to decide which translation unit (and object file) will contain each definition.
The same applies to static members of the class. Static members of the class are entities with external linkage. The compiler expects you to define that entity in some translation unit. The whole purpose of this feature is to give you the opportunity to choose that translation unit. The compiler cannot choose it for you. It is, again, a part of your intent, something you have to tell the compiler.
This is no longer as critical as it used to be a while ago, since the language is now designed to deal with (and eliminate) large amount of identical definitions (templates, inline functions, etc.), but the One Definition Rule is still rooted in the principle of independent translation.
In addition to the above, in C++ language the point at which you define your variable will determine the order of its initialization with regard to other variables defined in the same translation unit. This is also a part of user intent, i.e. something the compiler cannot decide without your help.
Starting from C++17 you can declare your static members as inline. This eliminates the need for a separate definition. By declaring them in that fashion you effectively tell compiler that you don't care where this member is physically defined and, consequently, don't care about its initialization order.
In early C++ it was allowed to define the static data members inside the class which certainly violate the idea that class is only a blueprint and does not set memory aside. This has been dropped now.
Putting the definition of static member outside the class emphasize that memory is allocated only once for static data member (at compile time). Each object of that class doesn't have it own copy.
static is a storage type, when you declare the variable you are telling the compiler "this week be in the data section somewhere" and when you subsequently use it, the compiler emits code that loads a value from a TBD address.
In some contexts, the compiler can drive that a static is really a compile time constant and replace it with such, for example
static const int meaning = 42;
Inside a function that never takes the address of the value.
When dealing with class members, however, the compiler can't guess where this value should be created. It might be in a library you will link against, or a dll, or you might be providing a library where the value must be provided by the library consumer.
Usually, when someone asks this, though, it is because they are misusing static members.
If all you want us a constant value, e.g
static int MaxEntries;
...
int Foo::MaxEntries = 10;
You would be better off with one or other of the following
static const int MaxEntries = 10;
// or
enum { MaxEntries = 10 };
The static requires no separate definition until something tries to take the address of or form a reference to the variable, the enum version never does.