But WHY do people do that? Just to be special?
There are a few pictures in Dan Erlewine's book on guitar repair that show the bridge on a Les Paul that has broken and collapsed after years of tension from the strings. When the strings come out of the tailpiece, not wrapped around they go directly over the bridge. This is ok. In order to get the best sustain a lot of guys would screw the tailpiece all the way down. If you do that and the strings are straight wrapped, the strings will make contact on the corner of the bridge and then go up and over the bridge correctly. That pressure causes bridges to crack and the break angle is like 30 degrees, I'm guessing, but it is high. If you wrapped around the tailpiece you can screw it all the way down, the strings only make contact where they are supposed to, and you get a break angle of about 5 degrees. The low break angle allows for less tension at tune and eases bending, etc.