2 things.
1. What is the compelling reason for having it? If someone adds a feature with a potential downside (i.e. can't play potentially), there needs to be a compelling reason for it. And for always on DRM, there is no compelling reason.
2. It's not just your internet connection, it's Microsofts internet connection and their servers. They do XBL maintenance. XBL goes down sometimes. Their internet connection craps out every once in a while. This makes you not only at the mercy of your internet, but Microsofts internet and their servers. You won't be able to wait out the XBL maintenance or unexpected downtime by playing single player games with it.
Basically, the downsides for consumers dramatically outweigh any possible benefits (i.e. there aren't really any benefits). And no, phones aren't always on (as Adam Orth seemed to think), they still have a ton of functionality when they don't have service.