A short story is like a chess game: The opening is a huge part of whether you win or lose. The first sentence of a short story doesn't just "hook" readers, it also sets the tone and launches the plot.
Sure, the opening sentences are important in novels, too. A strong beginning, in a novel, can help provide momentum that will carry the reader all the way to the last page, sometimes in one sitting. But short stories are different: the first sentence, or the first paragraph, often hangs over the whole rest of the story. Many short stories are really about one idea, or one situation, and that's what the opening sentences establish.