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Also, as someone mentioned about importing private keys is not a good idea. I tried sending bitcoins from one account to another but the fee is an issue for me but for those who are OK with the fee, it's fine. If at any time a user forgets his/her password and he/she cannot access the wallet, that's when the private key is useful.
I believe it is more of safety than anything else. The previous wallet provider may have logged the private key and could compromise your wallet if they want to. Especially since wallets like blockchain.info allegedly stores encrypted private keys on their server. If the encryption is weak, then your wallet would be compromised.