Cause why not?

http://i43.tinypic.com/2qckswm.png

"Windowed mode (or even borderless-windowed mode) has the advantage of not getting the exclusive use of the screen. This is actually good to not disturb Alt-Tabbing for example, or being able to use secondary screen easily.

In case of a one screen setting, it can be useful to activate this to avoid "desktop dropping" when you accidentally hit windows key (if it's not disabled). When your PC allow the overhead in resources, I don't see why you wouldn't use it.
"