Because if I manage to score a headshot with that chunky thing and the target survives, I’d also like to see it explode a few seconds later, taking some of its friends with it. Would also be fun to be able to stick a bomb to a doorway or floor as a deterrent for approaching hordes, Trappers, Mutants or Hounds.
It’s not something required or anything. Just a fun mechanic I think would add to the use of that particular weapon without breaking it.