I would say because the browser itself doesn't have an infinite max parallel connections, so why not give to the developer the ability to control it before the browser layer? If developer doesn't care he can (of course) set the maximum number to Infinity.
But for example, if he wants to load 100 heavy pictures (with the proper loading bar...) but still wants to be sure an http connection will be free for something else (user command, a google stat suddenly triggered or anything else).