
Because I'm a guy and most of my pillions are female. 

Also, the other reasons, like having an idea where you passengers
weight is, it being a more comfortable position for the passenger,
and it being a more stable configuration all come into it as well.

Holding the grab rail is a great idea only for braking, when you
don't want the pillion to slide forward into you, otherwise I don't
find it works well.