This is done for two pretty specific and important reasons:
1) Switching the format may change the layout or content of the email message. By leaving it in the original format it was received in, the message is guaranteed to remain as it was originally intended.
2) The sender may not be able to read more complex formats, such as HTML. For example, senders using their cell phone or mobile device can't always read HTML formats, or messages in that format may not appear as you intended. When they send a plain text message, replying in plain text guarantees that they can read it properly.
You can always switch the Format of your messages as desired (from the "Format" menu of the Reply Email), just keep in mind the cautions mentioned above.