When bad weather is expected, pilots tend to decide to load more "extra" fuel in anticipation of perhaps having to circle an airport or divert. They don't want to get into a situation where they only have enough fuel to circle the destination airport briefly during ATC delays and then be forced to divert to their alternative airport while they still have enough fuel to get there (including reserve, etc.) according to the rules.

IIRC there was a crash ages ago where the pilots weren't clear that they were declaring a fuel emergency and the aircraft ran out of fuel while circling in a holding pattern. I think it was a foreign carrier, perhaps from South America, trying to land at JFK. If they had told ATC how critical their fuel situation was, of course they would have been vectored in immediately rather than having to continue to wait their turn.