I've never done that, but one reason is for them to be able to coach you. If you show up to meet them dressed poorly or making a bad overall impression, they will either coach you or simply cut you loose and say they couldn't get you in for the interview.

It also helps build a relationship. At some point that recruiter might 'ask' you to take a job with his/her client. Saying no to someone you haven't met is easier than saying no to someone you have spent time with.

Recruiters are constantly doing little sales 'closes' during the process, building towards that big close of you accepting a job offer. It's all part of a sales process, no different than any other sales position.

Edit: changed "the reason" to "one reason"