Fossils show that early multicellular organisms where just crude clusters of identical cells. Eventually, organization schemes arose, so that certain functions would be performed by only some of the cells. Reproduction was one of those functions.
The genetic evidence is that sex arose in single celled organisms. Originally, it may not have mattered how much time was spent as haploid cells, and how much time as diploid cells. However, according to the genetic damage theory, the increasingly complex cells would have spent more and more of their time as diploids. Haploid cells would only be used briefly, during reproduction.
So, a multicellular organism would organize so that some cells were the sex cells. Those specialized in producing haploid cells which carried the genetic information of the whole multicellular creature. And that's just what happens today.