Because if you view your Lightroom exported webpage or File Exported images in a browser that is not ICC aware (firefox, explorer) there is a colorshift as the attached profile is ignored. Images in Lightroom look great, even in the Web Gallery Module - because Lightroom knows about color management, firefox and explorer don't. Usually the images have a washed-out look in these browsers. I'd rather exclude the profile so that I can test and adjust accordingly what my images will look like when viewed by non icc aware browsers. i don't want to have to go into photoshop cs3 and use 'Save for Web and devices' and Deselect ICC profile for all my images, I want that option in Lightroom.
I recently up-loaded a very large number of galleries and images to my website using Lightroom v1.2. Of course my display is colour-managed, so to make sure they look OK, I checked them on my wife's display which is not colour-managed - it is like 90% of the displays out there would be. No problem. The images look OK. Perhaps a BIT brigher than they should because most LCD's are set too bright, but I would say within the acceptable range for a web view.