Why do they put an A/C vent in the utility room?
There are plenty of reason why, not sure exactly why your is though.
Here a few reasons:


Humidity. Circulating air, especially climate control air, will help eliminate differences in humidity that can lead toward mildew, mold, bugs issues, etc.
Selling point. In most regions that I've observed, any climate controlled area can count toward square feet/meters so the house can be advertised at a slightly higher number than is actual livable space.
Climate control balancing. The best thermal boundary is one that is not needed and you do not want a hot/cold spot near the utility room. If the vent is setup correctly for that size room and you are not maxing out your air handler already it is typically more efficient to have a vent open in all interior rooms/spaces. Rooms/spaces with any outside walls depend on the insulation they have but are typically not beneficial, in a properly insulated basement I'm considering any space interior.