So that they don't burn.
When making kebabs or satays, you need to soak wooden skewers in warm water for at least 20 minutes to keep them from igniting right there on the grill. Metal skewers don't need to be soaked, of course, but they do get (and stay) very hot.
We prefer to use bamboo skewers because they're inexpensive, they hold up well and are easy to handle right off the grill. Bamboo skewers can go straight into the garbage can or right into the fire.