Personally, I see no reason why and quite a lot of reasons why not.
To be fair, the horror stories of guys getting thrown out of their houses and made to pay support to boot are probably in the minority, but it does happen, and often enough to make it a concern.
Further, there isn't much advantage to it even if everything works out. There are a few tax benefits, sometimes, but live together for any significant amount of time and you'll be considered common-law for those purposes anyway (Well, here in Alberta anyway, I'm not actually sure about other places come to think of it).
So why get married? I suppose there can be religious reasons for some people, but are there any others?