Because on Innistrad, they have a zombie problem. And they put the cages around the coffins, so that when the zombies wake up, they can’t get out. Note, that’s a when, not if. On Innistrad, they will wake up eventually.
Maybe this is a dumb question, but why not just make the actual coffins out of something sturdier? Or maybe shackle the corpses? Or what about cremation? Save yourself the trouble of buying a coffin at all, let alone a cage for it, and you don’t have to worry about zombies. Just an idea.