A good reason for the PF to do it himself is another backup to ensure it has been done.
Seen more than one example where the PF has called for (and subsequently assumed) that the A/P was engaged, when in fact it was not.
Yes, should be checked off the FMA - but I prefer to do it myself.
No reason if the workload is too high, such as lighting failure, bad weather, etc to ask for it though. Just double check the PM actually presses the A/P button (and it engages).