A big reason for it in some games is to protect the online multiplayer. Otherwise, it ends up like in Project Gotham Racing 2 were a significant percentage of the online userbase downloaded a save and used a GameShark to transfer a save with all the vehicles unlocked to their Xbox.
So the people that worked hard doing such things as getting all platinums (Something I never cared to try since it was so hard) to unlock certain vehicles felt cheated when much of the competition got it without even venturing into the single player mode.
The locks on such things as Animal Crossing, Mario Kart Wii, and quite a few games on other platforms is to help preserve the integrity of the online communities so people aren't getting things like new weapons, new vehicles, and such for use online that they didn't actually earn the way the developers intended.
I'm not really sure why it happens on the PS3 and 360. Making the saves tied to a specific profile while locking out any other profiles from loading the save would seem to solve the problem (And also prevent people from abusing it to earn trophies and achievements). There's no good reason why I can't copy a locked save on my 360 to a second 360 and load it up after recovering my gamertag, or a PS3 save after entering my PSN id. Then a GameFaqs user can't just download my save and attempt to log into an online multiplayer match under his PSN id, but my own use wouldn't be restricted.
Edited by Atariboy, Sun Dec 26, 2010 1:10 AM.