Technically you don't even need to do that because the client/wallet already does it but for customer support it likely is easier to have that information available outside of the wallet.
The wallet solves different problems, it's like a piggy bank, it only cares about what goes in and out, with limited attribution capability.
In the grand scheme of things, exchanges should not be using the wallet, just like stock exchanges aren't run with Excel spreadsheets and VB macros.