To ward off the dummy 99%.

You can't stop a guy who knows what he's doing, but you can stop Josie from the next desk snooping around in HR's file. Also, it causes a breach, which depending on where you live might be needed to show intent.

You do not want that binary that you have downloaded to be able to do a privilege escalation without your consent.

Also, some people may feel like changing your wallpaper to something inappropriate, but they may not be motivated enough to hack your pc.

Same reason we put locks on our doors. If someone is really serious, he or she can (destructively) break in. But a locked door will prevent someone from casually getting in.

I can't remember it correctly but there is a saying along these lines:

most people would open your door if there was no lock on it. Eventhough it's useless.