The (more often than not) unofficial answer: using a custom platform raises the entry barrier for cloning/abuse/etc. It's a bit hard to run your appliance MIPS software on an off-the-shelf PC; but it (used) to be possible to run PIX software on a PC (and in a VM too, IIRC.)
Cisco PIX: no, Cisco ASA: yes. It even runs under VMware... It's however very hackish... :)