Because you may have another browser window (or tab) open in which you are using another section of a website. Loss of your session cookie caused by your logout on one page will remove your right to submit what you're working on in another.
To be fair, my biggest gripe is with the websites that ask you to type your email address twice during registration ! (well, there are other things too that are high up on the list, but that was the first that came to mind !)