Because some of us would like to be able to be on FB without anyone knowing if and when we are. It leads to people sending you messages when you don't want them to, I can't stand things like instant message and would perfer to have an option to deal with them or not. Sometimes you don't want to be bugged or dont have time but just want to check your FB quickly.
Or people get hurt feelings if you don't respond to them on FB if they post on your wall, send you an inbox..... They see you as online and expect a reply, It cuts down your reply time and being polite when they can see you have time to be on FB but not respond to them. Sucks really when you want to be a private person and do FB on your own timeline.