Why do a lot of people want to burn bootloaders into chips?

o why not just upload your final sketches to the standalone (non-bootloaded chip) project when its working

Because sometimes you have surrounded your stand alone system with all sorts of hardware. You don't know if it is right unless you have this hardware. You have built this properly and it is not that easy to connect that hardware into a standard arduino. In fact most of my projects go straight to standalone and never see a "conventional" arduino board.