What are reasons why tournament directors want you to notate in a chess tournament?
They just like being mean to little kids. 
Well, really, if there's a dispute about the game, the scoresheet can often be used to resolve the problem.
You should also want to record your games. How else can you study them so you can get better? Also, if you played another immortal game, would you want to deprive the chess world of that gift?

What are reasons why tournament directors want you to notate in a chess tournament?