Cos it fricken hurts! lol!

And what everyone else said too LOL. I had an internal while in labour, and not only did it hurt BIG TIME but I was that disappointed by my 'failure to pregress' that I ended up hysterical.

Unless theres a medical reason, I wouldn't have one, as its real unnecessary. And well, you might feel really let down that these pains havn't lead to anything, which is more than likely true.