I think it's just to make the model more stable on the shelf and give it more "heft." Some people seem to like the feeling of a model that has some weight to it.
I've wondered more than once how much those weights add to the expense of a kit. (They surely add to the shipping weight of a carton full of such kits.) Personally, I have to admit I do rather like the solid feel of such models - but, given the choice, I wouldn't pay any money for the weights. There are too many easy - and free - ways to add "ballast" myself.
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