Because some collectors aren't looking for anything logical, like keeping their figures stock. They can't be bought, bullied, reasoned, or negotiated with. Some collectors just want to repaint and customize their figures and watch the world burn with envy of their 1/6 Kato Armani suits.
Oh, I'm not a stock nazi by any means (as you know, having seen my neck mod), but modifications should have some kind of purpose behind them.
For example, since my Begins figure has some of the matte finish rubbed off the legs there would be some value in touching that part up with paint, but I don't get why anyone would want to go out of their way to paint the whole suit if there's nothing wrong with it.