Some words look like they should rhyme but don't. For example, 'rough' and 'through'. What is this phenomenon called, and why does it happen in English?

This phenomenon is called 'eye rhyme' or 'sight rhyme'. It happens in English due to the inconsistent spelling patterns and the historical evolution of the language. English has many words with similar spellings but different pronunciations, often because their pronunciations changed over time while their spellings remained the same, or due to influences from different languages.