Aside from the obvious reasons (see above), it's a good question! One that we were kicking around only a few weeks ago. In this day and age of fancy polygons and rendered sequences, why do EA still insist on littering their Command & Conquer games with full-motion-video cutscenes? Aren't they relics of the 1990s? Not at all, says EA's Greg Kasavin:

There aren't a lot of games with live action video anymore. And in this game in particular, I think we did a lot more than the previous games to inject it into the gameplay. It's not just this thing that's off to the side, where you play a mission, you watch a video, and so on, especially since you're playing with these co-commander characters. Hopefully it will help pull the whole experience together again in a unique way to make this game not just stand out from other RTS games, but from other games in general.

Keep on keeping on, EA, the world needs more hammy live-action cutscenes, not less. Red Alert 3 - Why The Actors? EA's Kasavin, Ajami Explain [Gamasutra]