Imagine this scenario:
You worked hard on your research project and are publishing your results in a well-respected journal. You even go so far as to carefully organize the supporting data so that you can share the details of your experiments with others by posting these data online on your web space at Stanford. And you publish that URL in your journal article so everyone will know where to go.
Time passes, and you move on to another institution and another research project. But your data no longer has a home. Once you leave Stanford your web space is no longer accessible. Other researchers find your paper and are interested in your data, but when they type in the URL, all they see is a big ugly notice that says, "Access Denied."