This question comes up from time to time. There are two reasons:
The shopping cart service I use is actually still optimized for physical product delivery. In other words it assumes I’m going to physically ship you something even though I am not. (I ship no products myself – paper books are sold, handled and shipped by Amazon.)
More importantly the address is used as a part of fraud prevention when processing credit cards. It should be labelled “billing address” rather than shipping address. Merchants such as my self actually pay a slightly lower fee to process credit card transactions if we can provide the billing address at the time of purchase.
I apologize for the inconvenience, and I thank you for understanding.