Often because components contain some form of data. For instance, a component that handles database connection may have a database connection instance.
Reify produces objects that are essentially opaque, which is fine if you just want their behaviour, as in the case of Om, but not so good if you also want to carry around some form of data.
Records are even useful for components that aren't usually dependencies, like a web server. Even though you may only need to start and stop the server component, it's often useful for debugging or monitoring purposes to be able to query the options that the server was set up with.
- James