I can't think of a reason other than encouraging customers to continue to pay.
In a 'fail closed' scenario like this one, customers not only lose the DRM protection, but SecuROM gets a customer's end users to harass the customer, which punishes the customer for not paying.
In a 'fail open' scenario, the customer can choose to end their relationship with SecuROM with basically no side effects; they lose the DRM protection, but end users don't notice and can still play the game.
Another point is that in both scenarios, SecuROM has to spend cycles handling auth requests for people playing the game while not receiving any money to do so. From their perspective it's better to make customers remove SecuROM vs. 'fail open' and authorize games 'for free'.
