Several reasons for it. Here are a few.
o Not all brokerages provide all the things you might need
o If something happens to one brokerage firm (down power line, etc), it's good to have a 2nd brokerage
o Some charge for a phone order, while others do not
o Some give you better real time quotes than others
o Helps keep you fresh to new things that are coming out from the firms. If you see one of them have something the other one doesn't, it might help trigger a thought that can help you out.
For me, I have multiple accts to ensure that I'm not hostage to a position if I needed to make a trade and my primary broker was having a problem. With a 2nd broker, I could at least neutralize a position.
Hope this helps!