I can't think of a good reason, but a half-assed reason could be to help guys using discus-throwing sensitivity keep their mouse on their glass / plastic pads when making fast movements without having to press down as much.
I would be willing to bet this is the real reason why they end up being purchased in the first place. I definitely associate most heavy electronic devices as being more durable compared to their lighter weight counterparts. The disconnect is that they are weights meant to be removed and cannot in any way affect they durability of the device.
Well, you could argue that zero friction could hurt...maybe...im not sure, but im sure that zero friction isnt the best thing as well. I still like my frictionish Fatal1ty mousepad. :)