The other reason, besides the great ones already mentioned, is for the sake of simplicity. By running everything through the receiver you can reduce the number of cables and clutter going on behind your system. In your case this would be two HDMI cables to your Receiver and one running back out to your tv versus 2 HDMIs to the tv and 2 opticals running to the receiver. Right now that's only a 1 cable difference, but what happens if you add a third, fourth, and fifth components? You also reduce the need to switch between two inputs on your tv when changing sources- you want to change from a movie to tv, you just change the source on the receiver and you're there. Again, this becomes easier to see when you start adding more inputs.
In your current case, its probably not necessary. As you expand I think you'll see how it's more useful.