Because (and this is only my opinion) I believe bands should remember the words, chords, and tempos of their songs.
To have a click track lead you in to almost every song in the show is basically setting up the tempo for you.
I just think it is very odd that the band hears this, but the audience does not.
It is just another level of sponteneity that disappears from a live show knowing the band has a little voice in their ear saying: "One, Two, Three..."
I imagine that when the band does screw up a song it has to do with someone playing something off tempo, thus screwing up what they are hearing in their ears.
I know it is an opinion and a slight technicality, but it has always bothered me to know they are being led into each song by a machine...