First to allow them to shard more effectively. With different subdomains, they can route requests to various different servers with DNS.
Second, it allows them to route you directly to the correct region the bucket lives in, rather than having to accept you in any region and re-route.
Third, to ensure proper separation between websites by making sure their origins are separate. This is less AWS's direct concern and more of a best practice, but doesn't hurt.
I'd say #2 is probably the key reason and perhaps #1 to a lesser extent. Actively costs them money to have to proxy the traffic along.