FWIW... There is a reason.
I could go either way on it, personally (it does annoy me too occasionally, though I only rarely encounter it when setting up a fresh copy of MC). However, as a long-standing forum member, I can tell you...
There WERE complaints the other way.
I can't tell you how many times I wrote up answers to some variant of: "All of my music is in iTunes. How do I get my stuff into MJ/MC?" threads in the past, but it was WAY more than a handful of times. Since they implemented the auto-auto-import, that is mostly gone. Novices will typically store their music wherever iTunes puts it (c:\Users\<username>\Music\ which is in the default search path for MC's Auto-Import), and then they can essentially just install MC, wait a bit, and it'll be ready to use.
The other way requires user interaction, and seems scary to the uninitiated. For example, my Dad is pretty much trained (not purposefully, but he is) that whenever his computer asks him a question he doesn't understand, he says no. This inclination (which isn't rare, in my experience), plus ANY interactive "wizard" or "question" asked on first-launch, quite often means that novice users NEVER actually get to use the product during the trial. They open it up, it doesn't import their iTunes library, asked them a bunch of crap they didn't understand, and as far as they're concerned, it is broken. Keep in mind, many of these users don't even understand the concept of the filesystem. You ask them where their music is stored, and they say "in iTunes". If you say, no, I mean where on disk, they have no idea what you're even asking them to provide.
Like I said, I can see it from the other side (it annoys me too), but we're power users, and it should really only ever annoy you once. As Jim pointed out, it stops asking when ONE file is imported. It only asks for completely blank libraries. If you are regularly resetting your MC Library, you're doing something wrong. From JRiver's point of view, all those people who try it and can't figure it out, are lost sales. For every guy who bothered (or was capable of) coming to Interact and posting a "How do I import my stuff?" thread, there were probably 10-30 people who just gave up silently.
There's money in them there waters, is what I'm saying, I guess.