For the same reason a winglet is used on an airplane, or a ducted fan is more efficient than a propeller: there is a large pressure difference on the end of a wing or propeller, and the high pressure side will jump around to the low pressure side and cause a tip vortex. This causes an induced drag, which moves the lift vector backwards (as drag, but not skin friction drag). Higher aspect (think wind turbine blades or glider wings) minimise this, as do winglets or ducting.