I think that it could be that some players do not know how to properly use a big stack, and so would rather cash out their winnings and start again with a normal stack like they are used to. That way they only need to learn how to play one way.

The other possibility is that they have preset limits to how much they are willing to win / lose and will walk no matter what once they reach that limit.

While I don't advocate either of these positions, I do know people who play like that.