Lots of reasons really. But, for me, it just comes down to being prepared because it's an off-road rig and you have to be as self-sufficient as possible. And that would necessarily include a way to overcome either a dead battery, or the need for using a very large draw accessory like a winch.
Naturally, things like big-amp stereos and refrigerators come into play as well, but probably the most common fear among regular winch-users is that they'll get so caught up in getting themselves or someone else unstuck in the middle of nowhere, that they'll miss the fact that their battery will get drained too low to start the truck if it stalls out.
A second battery is just your basic off-road insurance.
Paul
(edit: should have hit the refresh button. Even hitting the link to this page a couple of minutes ago and I still didn't see those last replies. I think Ratch sums it up pretty well.