Why did the bike shop put grease on my seatpost?
On old steel bikes a good reason would be to prevent the seatpost from rusting onto the frame, thus preventing saddle height adjustment.

More recently I understand from my LBS that you do it to prevent water from seeping into the frame along the (imperfectly sealed) seatpost. Depending on your frame you could end up carrying one or more kilo's of water with you if you have a lot of rainy rides.