I can see a reason not to mark required fields. If you assume you are a public site, in particular a place like a store, and you want to collect as much info on a person as possible to do better marketing etc. you might want to have the user not know if it is require or not (espcially if most of the fields are not required). This would be done in the hopes that they give you more info then the need to... if you know a field isn't required your less inclined to guess that it might not be necessary. its a bit sleazy, but i can understand it...
