The easy answer is "because most golfers suck," but I think a lot of architects do it to allow a player to ease into the match, which is a peculiar form of benevolence. Butler National is one of the toughest courses I have played and its first hole is a cupcake, although the second shot has to be pretty precise. I've played a lot of old courses with easy first holes, but Olympia South has a first hole that is 445 into the prevailing wind with a huge swale in front of the green.
I've played Doak's Lost Dunes a number of times and the short par-4 opener is really a beauty, giving the player a relatively do-able drive, but requiring a wedge into the right part of the green in order to make birdie.