In fact, there is a good reason. The vast majority of machines sold today
are sold by the major PC vendors, Dell for example. On these machines, the
OS is locked to the vendor's hardware by information in the bios. No
activation is needed when you complete the install for the first time.
This is all well and good for these legitimate machines. However, there has
been a substantial traffic in counterfeit and otherwise illegitimate
Certificates of Authenticity--the COA sticker with the serial number that
should be stuck on the machine. The purchasors of those machines, which
similarly don't require activation, may or may not be getting copies of
windows which are legitimate and supported. This check is one way for them
to find out relatively easily, and to gain that assurance. I agree it is a
pain--but it is a one-time pain--once you have been through the process on a
machine, the result is stored and further checks won't require you to dig
out and reenter that number.
On machines which use retail software which has been activated, you
shouldn't have to enter the number--and that's been my experience of the
process.