Politeness? Also speed.
But it depends on the project architecture. If the tiles are needed only client-side, then there's really little reason to cache things on _my_ server. That would imply I'm better at caching openstreetmap tiles than... openstreetmap. Plus you're just making the system needlessly more complicated.
And there's little reason for openstreet map to be upset, since it's not like _I_ am making 2 million requests - there are 2 million separate users of osm+. It's aligned to their incentive of having more people use osm and derived works. All is well.