The most basic reason is simply this preference. Some hosts simply don't want to limit the range of things that guests might purchase for the mother to be; especially when you can get some very unique gifts are not actually found in stores that offer baby shower gift registries.

For example, you might have a baby shower guest that is very artistic who wants to create that something very special for the newborn baby, like a wooden mobile, or a beautiful picture to hang in the baby's room.