This is due to the high level of re-use that business objects encourage. If object-oriented design principals are not adhered to, then the resulting code has poor reusability and maintainability. This question is fundamental to an object-oriented design and the answer can make a world of difference. Answering this question incorrectly has detrimental effects on the development effort resulting in methods and attributes strewn across myriad objects, with no coherent structure. If the methods and attributes were strewn across several objects, it would be more difficult to provide a uniform interface to external systems.
Lets take, for example, the requirement to be able to update a sales order.
This is a common requirement and one that SAP usually implements for you. For the sake of the example, lets assume that SAP has not implemented this method. This question is what I term as defining responsibility. If you put it on any other object then you run the risk of no one else knowing of its existence. Next time there is a requirement to update a sales order, the developer will develop an additional method.