This may fall in the category of “because I can” more than “because I should”, but I’m going to stick with the classic “why not?” category.
While adding heat sinks to your Raspberry Pi may not seem all that practical, seeing them on eBay for $2.80 (with free shipping) seemed too good to pass up.
As for my actual reason? Before overclocking, my Pi would idle at 43°C, and get up to 48°C when running the GUI. It didn’t take much to get it going, and there are thermal photos around the Internet that show more information. Well I decided to overclock it, which is somewhat unstable, so I decided to help the little guy out with a bit of extra cooling. Suffice it to say, it should improve overclocking stability, even if it’s just by a bit.