Another possible reason for people wanting to try-before-they-buy is the high level of bugs in some games, which may only show up on some hardware with PC games (hence even reading reviews isn't reliable).Only as a way to get a true idea of whether I want to buy a game. The demos of games are generally extremely poor and a waste of time figuring out whether the game is worthwhile.
I do quite like the way steam works though, which allows you to download the game whenever you want after you've purcahsed it and uninstalled it for some reason.
E.g., Medieval Total War was a complete waste of money for me - crashes all the time on every machine I run it on.