Also because thay are mates with, or fans of, the writers or directors, and just want to do it for shits and giggles.
I only found out the other day while watching the commentary track of Hot Fuzz that Cate Blanchett play’s Simon Pegg’s girlfriend - she’s suited and masked in a scene of crime coverall so you only see her eyes. And the santa claus who stabs Pegg in the opening montage is director Peter Jackson!