Because in most cases, bikes tend to ride like jackhammers with "climb" switches turned on. If you ride on roads, that's not a big deal, but a great majority of people climb on trails (as well as descend), and we paid a lot of good money for a bike with suspension and damn sure want to have it working on both the uphills and downhills. Without traction, you'll stall out and have more trouble on technical sections, without suspension, little roots and rocks will buck you with every single impact.
On my XC race bike, I have a lockout for smooth climbs and when you get into the XC pro ranks, they have lockouts because they'll run them at almost all times, except gnarly downhills, which makes the actual suspension design fairly insignificant. I never use the lockout unless I'm racing.
There's nothing inherently "wrong" with them, they have their uses. "Hard" lockouts are rare now, because without good blow-off/contingency, they tend to be real hard on the shock and frame, blowing out seals and pitting bearings. Firming up for a road can be nice, but much more useful IME is having actual low speed compression damping where you can firm up the chassis stability (and therefore, the pedaling), these are easy enough to adjust if you are going to do once of those "long road climbs". Otherwise, a lot of us just want our shocks to work and actually suspend us, absorb bumps, give us more traction, etc., even on the uphills. A good shock combined with a good suspension design gives us our cake and we can eat it too, rather than having to resort to running lockouts and having our a$$ flung into the air with each and every impact.