Because people want to run agents in yolo mode without worrying that it's going to delete the whole computer.

And once you put the agent in a VM/container it's much easier to run 10 of them in parallel without mutual interference.

On that note, yolo-cage is pretty heavyweight. There are much lighter tools if your main concern is "don't nuke my laptop." yolo-box was trending on HN last week: https://news.ycombinator.com/item?id=46592344