Because sometimes they return and then annoy you again, boss!
Resurrection and Shade's Possession can ruin your day. So, better safe than sorry and remove the remains. It's also good for hygiene.
Removing the bodies of fallen enemies ensures that they do not return. The corpse to be removed must not be protected by the Phoenix Feather buff of Solaris, otherwise the removal will fail. You can Purge or steal the buff in advance (Buff Steal). Lord Zomm and Archon do this in a single action with his Taste for Brains and Cataclysmic Conflagration ability, respectively.
A few heroes like Alrakis Skullkeeper still do damage with Draconic Heirloom, even if they are already dead. It is therefore a good idea to get rid of what's left of them.
Shade's Possession ability is another good way to remove a unwanted dead body.
It can also happen that Feared allies run away and you lose their support. The ability to Summon Minions ensures that you always have enough backup on your side.
Cataclysmic Conflagration (Special Attack): Sacrifices self, dealing shield-piercing damage to all enemies with 100% base chance to purge all buffs and add Soulfire Burn to enemies hit. Removes all enemy corpses. Can't be dodged.
Cauterize (Special Attack): Heals target ally and cleanses all debuffs on them. If targeted on an enemy, ranged fire attack that purges all buffs on hit. On killing blow or targeting a corpse, the corpse is removed. Ignores Taunt when targeting.
Taste for Brains (Special Attack): Ranged Dark attack that purges all Buffs, heals self and allied Undead and buffs their Max HP. When dealing a killing blow or targeting an enemy corpse, the corpse is removed.