1. In case it dies.
2. In case it has a memory leak.
3. In case someone kills it purposely or accidentally
4. So you dont have to install it to run when the system starts up.
5. Because making a true daemon or windows service that *behaves well* is a minor PITA
6. To have more fine grained control on when and how often it runs (day of week, day of month, hours, etc)

bot403 listed the reasons I was thinking of (even a few more).