At small venues it's often just because the band is playing loudly. Some drummers play pretty loudly, some guitarists play amps that sound better with the volume cranked, and then singers are going to want the vocals louder in the monitors so they can actually hear themselves over the loud drums & guitar.

If stage volume is loud, the sound guy is likely going to push the volume even louder, both so that he has some level of control over it, and because sound coming off the mains is going to sound a lot clearer than if you're hearing everything off the stage monitors and then reflected off the back wall (yes, even if that means things are louder, they can still be clearer).