My Reason #1: Leaning with the upper body around 45 degrees from vertical is comfortable for me. Sitting straight up gets old fast.
Reason #2: Leaning forward puts more weight on the front, so if I'm riding in a cross wind I'm more stable than I would be sitting straight up.
Reason #3: It's a lot easier for me to get down into the drops when there's a headwind.
YMMV, of course.