it's not that hard, and it's important to understand because this is what essentially makes music what it is.

20 hz to 40 hz = 1 octave gained with a 20 hz increase in frequency.
40 hz to 80 hz = 1 octave gained with a 40 hz increase in frequency.
80 hz to 160 hz = 1 octave gained with an 80 hz increase in frequency.
...
4 khz to 8 khz = 1 octave gained with a 4 khz increase in frequency.
8 khz to 16 khz = 1 octave gained with an 8 khz increase in frequency.

see how for each octave you go up, the frequency goes up by a bigger and bigger amount? that makes the graph curve instead of going in a straight line. when you make 12 equal steps between 0 and 2, you are in effect drawing a straight line, and your scale would not sound musical at all, and is not what happens inside a sampler.