Johanna, there are a number of reasons why:
1. Who are you allowing into another person's home?
2. Have you talked to a lender? (without approval, there is no chance to buy a home. do you work for an employer who might not be able to pay you?)
3. Is there an agent you are working with? (this prevents disputes and breaking rules)
4. You are being provided a service. Do you get to test drive a car without giving any personal info?
5. Homeowners have a right to know who was in the house, and if that person is in fact a qualified buyer.
Some agents require it, others don't. For those that don't, is that the agent you want when you are selling your house? The one who lets whomever in without knowing anything about them? Most likely not.