Because the CSS3 spec hasn't been finalised, Mozilla and Webkit decided to implement their own method of rounded corners, doing it in the correct way, by adding the vendor-specific tag at the front.
This is done so that when the CSS3 is FINALLY released, should they change how border-radius is supposed to work (eg: the order of the parameters), then none of the sites using the vendor-specific methods will be broken. Mozilla and WebKit can just go ahead and implement the W3C style and developers can slowly move over to that.
It's not too surprising that you're seeing some websites using it, especially for something like rounded corners where it's not going to make a massive difference to the user experience. And I mean, it's just IE users who are missing out, and they deserve everything they get.