For similar reasons to why DB engines often implement their own caching and disable OS disk caching; a combination of more information about what needs to be done, and a very competitive marketplace.
Indeed, there are lessons here, especially from people like PHK and projects like Varnish. Understanding the underlying system is critical for these sorts of projects. For 99% of users the OS will do a much better job of handling your resources than you ever will, but there will always remain a segment where additional knowledge about how those resources are going to be used can yield significant performance gains.
