Sefer HaChinuch #16 explains breaking bones was the way of the poor and at the table of the seder we act as free and wealthy men (e.g., reclining)
For it is not honorable for the sons of kings and the advisers of the
land to drag the bones and break them like dogs. Except for the
impoverished among the people and the starving, it is not a proper
thing to do this.
The Rambam in More Nevuchim 3:46 further explains the Israelites left in a hurry and had not time to break bones
In the same way as the Israelites were commanded to eat unleavened
bread, because they could prepare it hastily, so they were commanded,
for the sake of haste, to roast the lamb, because there was not
sufficient time to boil it, or to prepare other food; even the delay
caused by breaking the bones and to extract their marrow was
prohibited the one principle is laid down for all these rules, "Ye
shall eat it in haste" (Exod. 12:11). But when haste is necessary
the bones cannot be broken, nor parts of it sent from house to house;
for the company could not wait with their meal till he returned.