Because NEC 210.12 requires all devices to be protected. Which means if you have a switch or splice before a plug the only way to protect those is with an AFCI breaker. The only exception is a continuous run from the breaker to an outlet in metal conduit or MC cable. Given how much is romex this effectively forces AFCI branch breakers.

I find that receptacles tend to break prematurely if they are wet locations, even if 'protected' with a weatherproof box etc. You also need to know where the receptacle is and make sure it is accessible instead of behind a piece of furniture etc. Then some electricians misunderstand and put receptacles throughout the run (much more expensive than one breaker which is about 2x a receptacle), and in edge cases you need to know the order in which to reset them to get things working again. I much prefer to just have everything in the panel.