There are so many reasons :- #1. Good manners #2. Showing appreciation to the Asker #3. If he/she chose me, it means he/she is really a wise gentleman/lady who doesn't choose dumb answers / validation / friends so, it's my responsibility to behave like one with the right etiquette too. #4. They selected us, it means they already shown their appreciation and we should thank them for the time and effort they took. #5. It won't lose us anything but might earn a lot. Last but not least, #6. "The first responsibility of a leader is to define reality. The last is to say 'thank you'. In between the two, the leader must become a servant and a debtor." Be a leader 8)
The Asker has already expressed his/her appreciation to the opinion owner by selecting that opinion as the MHO. The opinion owner is thanking the Asker for actually giving consideration to the opinions and finding the merit in the opinion owner's opinion. I have often seen MHO awarded to someone based on their popularity, or on some dumb whim (even the Asker admits it), so I always show my appreciation to an Asker for taking the time to truly consider what I wrote and designate it the MHO.