Because it's really ugly without it
Improve the appearance of Windows apps in PlayOnLinux and WINE
If you’re a new or even experienced Linux user, chances are that no matter how hard you try, there’s always a Windows program that you need. Maybe it’s for work. Often a company will require a certain format for documents, and no matter how good it is, or how comfortable you are with a native Linux program, you still need the Windows application. So instead of installing Windows alongside Linux, you installed Wine (Wine Is Not an Emulator), which allows you to run Windows programs from Linux.
It’s a great thing. Unfortunately, it can also be more than a little ugly. Your Windows programs definitely don’t use your Linux themes, and to make matters worse, they look like they’re straight out of Windows 95. Blocky, flat, and just plain ugly.
Luckily, Wine supports MSStyle themes, which means it's not too difficult to make your Windows applications look nice, even if they don't quite match the rest of your desktop.