Why do Catholics make the Sign of the Cross?

Catholics make the Sign of the Cross to profess faith in the Holy Trinity and in the redemption won by Christ's death on the Cross. It is both a prayer and a creedal act, invoking God's blessing and consecrating one's actions to Him.

A Profession of Faith in the Trinity

Notice that the formula says 'in the name' (singular), not 'in the names' — a deliberate affirmation of the unity of the one God even while naming three distinct Persons (CCC 233).