As I pointed in another comment: because they let you keep uninterrupted focus in what you're doing.

If I'm coding and realize I didn't turn on the heating in the living room I have three choices: I can break my flow and walk there and back, I can be cold during dinner, or I can yell "turn on the heating in the living room" and have it out of my mind.

If it sounds like a luxury that's because it is. But like all luxuries it crept up on me and I only noticed once it was gone.