Not so much that we want them to molt but that is natures way of yearly replacing their feathers with nice clean new feathers to insulate and protect them through a cold winter. Feathers do wear out and need to be replaced.
Similar to the way your skin cells slough off and are replaced all the time.
Thanks! Seems like I was reading about someone trying to make their birds molt on purpose. I am wondering if molting has something to do with egg production...