They do them if a server gets overloaded from time to time.
Note It is not as easy as you would think to just move your char from server to server. First each server has all you data. They woul dneed a dedicated server just to handle moving charecters back and forth. UO does this but you have to pay and they spend a long time setting it up before it was done. Plus there can't have doules of names. Plus a risk of data being lost or corrupted if you allow players to just shift servers whenver they want.