Haha not at all. It's a matter of it being more convenient to hold it that way than it would be to have that unwieldy thing on your back. When I hunt, I have to take the rifle off my shoulder if I'm in the woods. It gets tangled on trees and such too easily and it's easy to get stuck. A rifle is half the size of a staff. It would be awkward at the least, and an enormous, heavy, unwieldy pain at worst. If you're holding it, you can lean on it when you've been walking for a length of time, making the trail a bit easier. You can also maneuver it easily without all kinds of crouching and twisting of your body.
Short of swimming, there's no situation in which I'd lash a stave to my back rather than just holding it like a walking stick.