So that you aren't in the high DOA/Reject % that helps boost the payment for all the low DOA/Reject % users from your lost income.

p2pool by design ensures that the lower your average reject % the more profit you'll take from other p2pool miners.

Since everyone has network latency and hardware latency, it's those who manage to get them the lowest who gain from the rest of the miners.

Think of it this way, if your DOA/Orphan % is average (at the moment 14%) then 14% of your work is thrown away.
Now if everyone was 14% that's just simply wasted electricity, but if some are 7% or even lower, they are making a better % of each block (based on their hash rate) than you are making. Pity the sods (more than half the pool) that is mining above 14% ...