Why? Because when you shoot a landscape, the colour of the light is usually an integral part of the picture, and you don’t want the camera trying to ‘fix’ it with its auto white balance option.
If you pick the Direct Sunlight preset, that forces the camera into using a fixed colour balance, so when you get variations in the daylight, such as the cool colours of early dawn or the warm glow of a sunset, the camera records them faithfully.
It’s also worth doing this even if you’re shooting RAW (NEF) files, because although you can change the while balance for RAW files later on the computer, do you really want to do it dozens of times over, just because the camera has made a slightly different auto white balance decision for each photo? Your RAW conversion software will use the white balance setting chosen on the camera by default, which will save you the trouble.