Your legs might fall off.
But seriously, I think the main reason is to "park" (hard disk terminology) the components.
e.g. VC/IS elements can by their nature move around.
When you power the camera off, those elements are "parked'.
I'm pretty certain I've read in manuals/leaflets (yes it's a unsavoury habit I've picked up, I do read manuals..)that come with lenses.
This may also be true with focus elements.
Interestingly this Nikon Australia NPS article about transporting lenses says that you should turn off VR, while the camera is on if you're going to ship a lens.
Here's the guts of the post:
"When transporting lenses, either by road or air please ensure you do the following:
Ensure both the Front and Rear lens caps are affixed correctly.
Turn your VR off (where applicable) whilst the lens is still connected to a camera that is powered on, this will ensure the correct locking of the VR mechanism so that it does not move excessively whilst in transit.
Ensure the lens is well protected, whether in a camera case or if freighting, the correct amount of packing material is used.
Thank you for your time in reading this quick note."
Also in some scenarios, with some lenses it is possible that the rear element may protrude slightly (one of the reasons teleconvertors are not recommended with some lenses) into the camera body increasing the risk of a know as it is removed.