Originally Posted by findark

Running money on a Delta branded Amex (particularly the Reserve) accrues status. For example, in the current year, $280,000 of charges would earn Diamond outright with no other activity. In past years, it accrued some MQM and waived the MQD requirement.

In practice, most people probably do it out of blind loyalty, but if you're looking for a game theoretic reason that's it.