Because it expanded the power of the federal government. Thats why the Bill of Rights were made, to protect the states from the federal government.
Does not matter...your recollection of U.S. history is incorrect. Anti-Federalists were opposed to ratification of the U.S. Constitution. Federalists were arduously advocating for its ratification. The label "Federalist" was not applied because they favored an expansion of governmental powers. Hamilton, Jay, and Madison took this name upon themselves. The word "federalist" had a specific meaning in 1788, and it referred to the type of governmental power where the national government was limited and centralized, where the individual states did not surrender all of its sovereignty. The word "federalist" had a positive meaning and this explains why Hamilton, Madison, and Jay were calling themselves federalists.
This, necessarily, forced the opponents, by default, to call themselves the Anti-Federalists. Of course, being "anti" of a word where such a word had positive connotations in society at the time does not look good.
The Anti-Federalists most prominent criticism was the U.S. Constitution lacked a Bill of Rights and on this basis the U.S. Constitution should not be ratified. The Federalists, Hamilton, Jay, and Madison, countered by stating a Bill of Rights is unnecessary because the U.S. Constitution, in its present form in 1788, was a Bill of Rights.
Both groups of men, the Federalists and Anti-Federalists, before they took these labels, understood the necessity of having a more powerful national government. So the difference between the two was not, as you assume, on the basis of one group did not want the power of the national government expanded, whereas the other did. The men who would later make up both groups, realized in the summer of 1787 it was necessary to have a more powerful national government, more powerful than the one that presently existed at the time under the Articles of Confederation.
What separated the Federalists from the Anti-Federalists was the latter believed the proposed constitution for ratification gave too much power to the national government and some clauses allowed for the national government to usurp more power from the people and states (like the necessary and proper clause).