Why? Maybe if there is an external keyboard and mouse, but even then it seems bad. As the default it seems counter productive -- closing a laptop should do the same thing regardless of peripherals, unless you specify otherwise.
I'm a fan of consistent behavior, but actually I'm on the side of not sleeping with a display plugged in. Going to sleep when there are no peripherals plugged in is only a sane default because there's no way to actually use the device with no access to the keyboard/mouse/screen.
OTOH, one can still reasonably use a closed laptop if it has a display plugged in, so closing the lid no longer implies an intent to stop using it. Because of this alone, going to sleep in this context might not be the most sane default.
Some examples of when I've personally closed a laptop with the screen plugged in without wanting it to sleep:
* Working at a desk where the laptop doesn't fit with the lid open
* Starting a video when connected to a TV in a dark room, where the laptop's screen is a distracting source of light
Then why is anyone complaining about it? I mean, it seems like a silly default to me, but if it's expected then I'm on the wrong side of what to expect it seems.