Well a couple-few reasons...
First not everywhere I submit accepts word docs. I need the EPUB for them.
Second, I have not been happy with the results I get from Amazon's DOC->MOBI creation on upload.
Third I like having 1 source doc to work from, regardless if the out put is PDF, Mobi, EPUB, etc.
Forth, I feel like I am getting better resulting files this way then using the DOC at Smash.
Fifth, using the "compile" tool in Scrivener allows me to have different front/back matter added in the making of the file. So for example Smashwords has specific things it needs in the title page that Amazon does not. My one source doc can power both.
So ok, that was more then a couple-few... guess I will stop now.