Oh! Well, it does serve a purpose:
If I were to just delete them, people wouldn't see WHY they're not allowed in the first place. by locking a thread and explaining why, people who wanted to reply (because trust me, some people still try to reply to a locked thread), it lowers the chance of a repeat thread. Plus, we really only delete threads that OVERLY offend the rules, such as a thread made purely for spam, one made by someone only wanting to advertise their junk, and so on and so forth.