Think about it this way. If you're paying for a new cellphone that costs $200, it's way easier to count two $100 bills, than it is for the cashier to count 20,000 pennies. That would take the cashier a long time, causing long lines and people behind you getting angry for waiting.

In the BTC world, if you were paying 2 BTC with a wallet that accumulated 20 x 0.1 BTC, it's a smaller byte size transaction. Now if you were paying that 2 BTC with 2000 x 0.001 BTC, the byte size of that transaction goes up a lot, and it would have to be transmitted across the BTC network consuming bandwidth. I believe the reference Bitcoin-QT wallet (and Multibit) would enforce a transaction fee for doing that if you were ever to send a payment somewhere.

EDIT: Lol matt4054 had same analogy I did