Because it's the way we've been taught
Actually for a home cook I don't know that there's any particular reason that you need to preheat the pan. In a professional setting it helps because it prepares the oil and the pan quicker saving time. The pan heats up quicker because it is empty so there's no resistance acting on it. The oil itself will heat up quick enough when added to a hot pan. Does it save a "lot" of time, no, but every little bit helps. This is assuming of course you are referring to saute type applications as opposed to deep frying!
Just out of curiousity with a CCC and a CCE why are "you" asking this particular question?