Because some people (I think the majority) may want to close it only intentionally by clicking on exit in context menu.
And it doesn’t allow to feel comfortable because you are so accustomed to press close button to minimize tray apps but with OBS you have to be always cautious and tensed about not pressing it accidentally (habitually).
I had so many times this problem when I closed it accidentally (habitually) and wasn’t able to use my recording hotkey on time. Needless to say, it was really frustrating.
To be honest I even registered on OBS forum only to ask this question.
Just imagine how many apps that are sitting in system tray support this feature, for example the list I use:
• Any Antivirus
• Messengers (Telegram, VK messenger, Skype, etc.)
• Dictionaries (Abby Lingvo, Lingoes)
• Games (Steam, Epic Games, etc)
• DS4Windows (Sony gamepad app)
• Any cloud app
• Any torrent client
• VPN clients
• Virtual Drive software (Virtual CloneDrive, etc)
• Clipboard managers (Ditto, etc)
• VMware (I think any virtualization software)
• Free alarm clock (alarm app for windows)
• Gpu software (Nvidia GeForce Experience, AMD)
• Hardware monitoring apps (CoreTemp, OpenHardware monitor, Gpu-z, ThrotteStop, etc)
• Save and restore the desktop icon positions app (DesktopOK)
• Password managers (Roboform)
• Remote desktop software (TeamViewer)
• Mouse manager (Xbutton control)
This list can be very long… so it's very natural to get accustomed to use "X" button to minimize.
I think it’s not so difficult to include that checkbox for people who crave for it.