Dear (Dr.?) Grover:
Good question, and as with all good questions, the answer is not nearly as intelligent. One possible explanation for your inquiry is that cells sometimes require a mechanism of downregulation that is more absolute than just slowing down its enzymatic activity (or whatever it is doing). If a cell pulls something inside and either dissociates the ligand or degrades the whole thing, there is no chance that receptor is going to be doing any signalling in the near future. Also, then it does not need to maintain the down-regulation for the length of time the stimulus is knocking at its door. Also, the mechanism of budding off vesicles is absolutely essential in other parts of the cell (ER to Golgi traffic for instance) so I don't imagine it's much of a stretch to utilize it in seemingly not so essential areas.
See, I told you the answer is never as good as the question!