Because the expectations / knowledge of the participants is different.

I see them do it a lot of the time when I'm at the game or if they have the TV camera focused on the umpire. I always see them do it when they put a new ball in play after a foul or after inspecting/replacing a ball in the dirt. We probably don't see it on TV as much because the umpire has most likely already signaled by the time the cameraman gets a shot of the plate area.