In reply to davnig:
A second reason is the length of time it takes to strip the draws after every ascent. At peak times when a wall is busy it adds maybe 50% more time to the ascent of a route that could have been used by another party climbing it.
A third reason is that on steep routes you take a swing outwards when you unclip from the last bolt - a potentially massive swing - a bad idea in at busy wall.
A fourth reason is that if you want to redpoint something and leave your draws in other people are forced to use them too. Who's responsible should one fail? What if you're ready to go back on your project but someone is slowly dogging their way up it? You''ll then have no draws to use on another route.
A fifth reason is that some climbers only climb indoors and won't have their own set of draws. This means the wall has just lost potential customers.
For all these reasons I'm actually surprised any walls still don't have all draws in place.