Safety. It's done for the same reason that there's more than one circuit breaker in your house's distribution panel. The goal is to limit the current through each wire to what that wire can carry without getting dangerously hot.
Short circuit protection only works if there's minimal to no resistance in the short (like two wires touching or a hot lead touching a ground like the chassis wall, etc.) If the short occurs on a PCB, in a motor, etc. the resistance in this circuit will typically NOT trip short circuit protection. What does happen is the short essentially creates a load. Without an OCP the load just increases and increases until the wire heats up and the insulation melts off and there's a molten pile of flaming plastic at the bottom of the chassis. This is why rails are split up and "capped off" in most power supplies; there is a safety concern.