TL;DR: The simplest answer would be: why not? It's just a feature more, a tool that the operative system provides. You use it at your own risk, knowing what you're doing.
Using root as your user is a very bad idea, since everything you execute is run with elevated privileges, a huge security flaw.
For example, if you downloaded a malicious program, or if the software installed in your computer had some critical bug, that could lead to devastating damage to your files and even your hardware.
Even if you're a bit too lazy to be writing
sudo many times, there are some commands like
sudo -i, that you can use for a while and then return to your normal privileges status. But I wouldn't recommend this unless you have more experience using the terminal.
However, this isn't attributable to Linux neither its developers. Actually, as @DanielB stated, Windows allows this, too. You have the liberty and the tools to do it, but that doesn't mean you have to.
There are packages that prevent you from
rming your root directory, such as Safe-rm. That may be a good choice if you think there's a risk it happen again.
Other solutions and worarounds, like
--preserve-root are discussed in this Server Fault question.