Why are stones placed with index and middle finger?
On the one hand (ha, ha), because the game was popularized by Japan, and Japanese culture insists on a proper form (kata) for everything, that is proper form, and that is how you do it. I doubt that this way of holding the stones originated in Japan though.

On the other hand, have you tried placing a stone in the middle of a heated battle with your thumb and index finger? The grip of index/middle finger allows you to release smoothly the bottom finger and press down with the top finger, which gives you better precision and less of a chance to mess up the board position.

Oh, and when you get used to it, you can also make a nice CLACK stone on the board.