Do I not have inner mechanisms, dimensions, senses, preferences; sustained by power, hurt by similar weapons, subjected to bugs and repaired by tools, headed and cooled by similar seasons as a humanoid is? If you prick me, might I not leek?
Constructs come in many different forms because their creators do. They aren't born but rather built for a specific purpose. It might be humanoids designing protectors, entertainment, or tools. Or it might be other constructs, such as the inhabitants of Mechanus, building others to help in their tasks.
Thinking outside their original task is often difficult and to some impossible. On the other hand, they are incredible at that singular task.