The same reason word war II tanks got away from the rivet works and into cast hulls. With the new and more powerful rounds, the days of nuts and bolts was over. In the case of armour vehicles, when a rivet was hit by a round, it would tend to shear the outside rivet off and propel the remaining rivet into the cabin. This loose piece of metal was a lethal projectile in the confines of a tight cabin, bouncing off the walls.
While it gives the Imperial armour an archaic look, those rivets could be the downfall of an Imperial Baneblade and other heavily riveted armor. The Tau and the Eldar have sleek designs which gives them a glancing blow. The tyranids have their tough hide/scales.