There are several ways to see why the path integral's phase is built in such a way.
That phase was first discovered by Dirac, who simply calculated the propagator of a particle and noted that the amplitude was $\propto e^{\frac{i}{\hbar}S_{cl}}$.
You can also show the path integral formalism from the Schrödinger formalism, simply with the identity $\hat{1} = \int dx \vert x \rangle\langle x \vert$ and the Markov property of the time evolution operator $U(t_1, t_2) = U(t_1, t) U(t, t_2)$ :
\begin{eqnarray}
K(x,t;x',t') &=& \langle x,t \vert U(t,t') \vert x',t'\rangle = \int dx_1 \langle x,t \vert U(t,t_1) \vert x_1 \rangle\langle x_1 \vert U(t_1,t') \vert x',t'\rangle\\
&=& \int \prod dx_i \langle x_i,t_i \vert U(t_i,t_{i+1}) \vert x_{i+1} \rangle
\end{eqnarray}
with $U\propto e^{\frac{i}{\hbar}H}$
You can also use the stationary phase approximation to show that in the limit $\hbar \rightarrow 0$, the probability of the classical path goes to 1.