My guess is that the scraping tools are specialized for web, and creating per-application interfaces isn't cost effective (although you could argue that scraping Wikipedia effectively is definitely worth the effort, but given its all text context with a robust taxonomy/hierarchy, it might be non-issue.)

My other thought is that you don't want a link showing you scraped anything... and faking browser traffic might draw less attention.

The rationale I've seen elsewhere is that it saves money. It means you don't need to go to the effort of downloading, storing and updating your copy of the database. You can offload all of the externalities onto whatever site you're scraping.

Sheer laziness?

Because many small donations from individuals are better than few big ones from corporations for the independence of Wikipedia? Eggs vs baskets etc...