The only reason to not have one are (misguided, IMO) principles, lazyness, ignorance, ... or there really is a MITM. :P
Wildcard certs (which that page uses) are not free.
Also, they (CA+cert) are broken beyond repair. I understand lulling users into false sense of security because they don't understand what they are doing, and scary message is scary. But CA chain is so insecure today, that I would rather trust cached cert, my 'convergence' setup or luck than happy green lock icon.