They do it as a "deterrent" to other forces. But you'll notice that the Fiends don't listen.
speaking of Fiends, after killing 3 out of 4 fiends, the last one was trying to run away and hide, finally caught up with him and he just stands there doing nothing but staring at me with the usual dialog "you like the sight of your own blood ?", doesnt even bother trying to attack me, even if i walk right into him, i would have expected unarmed fighting from him, this must be intended as its happened to me way more than once, perhaps skill related or something ? - i must say, the detail they did on these characters is great, even yellow scummy looking teeth with an evil smile ;D