Speed, because cryptanalysis via cipher-text only attacks becomes easier as you get more and more ciphertext associated with a given key, and because if someone attempts to analyse a memory core dump or the memory space of your computer hopefully the only data available is the session key, rather than the full decrypted RSA private key.

See:

https://secure.wikimedia.org/wikipedia/en/wiki/Session_key

https://secure.wikimedia.org/wikipedia/en/wiki/Ciphertext-on...

http://academic.csuohio.edu/zhao_w/teaching/Old/EEC693-S07/l...