Reason?
Well, just stubborn I guess. Prior to the 2006 versions, adding a SP to a deployment often caused problems and/or errors with the deployment. And even though I never experienced those issues with 2006, I remain skeptical.
And besides the other factor of adding an SP to an existing image after the deployment has been installed, which is indeed a bad idea, I also follow the rule that if it is not broke don't fix it. Just because a SP or hotfix is released doesn't mean that it should be installed. Besides causing other new problems, sometimes a new SP will not recognize your video driver as being certified.
That's not to say that I don't add the SP to the deployment if I know it's been out there awhile. Because I do. However, most SPs are small, so I will generally place the .exe in the same deployment folder and install it at the client if so desired.
I think it is just a personal preference thing. I am not for or against it. Just that if you are having problems getting it to work, then it isn't worth the time. In fact, the orginal user that posted this thread could have installed the SP manually by the time he got an answer or even figured out how to add the MSP to the Deployment. So in that sense, I gauge all of those factors and make a decision.