Because (like every IoT product) Bambu want to sell a product with an easy app-powered workflow, and LAN device discovery and remote-access for home devices from mobile apps is flaky and terrible.

I wouldn't be surprised if they're slurping telemetry en route, and it's convenient for them that using their app helps nudge you towards Makerworld (their ecosystem for 3d prints, which is presumably good marketing) but I very strongly suspect "make it effortless for non-technical users to use the device with just a phone" was the original & primary driver.

Not to mention the fact that some people think of WiFi and cellular data as "things that give me access to the internet". The understanding of what a private IP address is and why it can't be reached from a cellular connection is just not there.

Others want to control their IoT when they're not at home or not in WiFi range (they may not even notice the latter). You can do it with a VPN, or perhaps port forwarding if you're lucky enough to have access to your router and no carrier-grade NAT, but that's even harder to set up.

3d printer users are more sophisticated than most, but I can imagine some artsy types owning them, as well as the kind of people who are very comfortable with a drill, soldering iron and a jackhammer, but who treat a computer as "that God-damned machine I need to use to buy the parts I need."