Because some of my books come to me as HTMLZ files.
When one gets books in a variety of formats from lots of different places, and one also has a variety of devices on which to read them (Kindle Keyboard, Fire, Touch, Nook Tablet, Nook Touch, iPad, laptop, etc.) one desires to have a single ebook solution (calibre) that works with all of them.
I'm a freelance writer/tech reviewer, and have been buying ebooks for more than ten years now, so my ebook situation is rather more complicated than most. Ironically enough, I'm also a big fan of simplicity, so it's frustrating to me that I can click just once on any other book in calibre and have it open up right away, but that doesn't work with HTMLZ books. Now I know to just convert them all to epub when I first import them, and that frustration disappears.