They do it so they can view the camera remotely, like when they're on vacation.
Only works on Axis cameras though with Axis client software I should mention.
I much prefer this model, because then I don't have to trust all these terrible cameras; simply isolate them on a private wifi network that only your Blue Iris server can reach.
Regarding servers vs cameras: To oversimplify; servers can have exponentially more capacity. Either how, in this case, the traffic is encrypted in each end so there's nothing to be done by "the middle man servers", they can't decrypt anything cause they don't possess the keys.
Otherwise, if you get robbed, and they happen to steal your NAS, you've lost the main reason to have a security camera in the first place - to identify the perp.