I also believe it is for clarity. The Java Collections framework has quite a hierarchy of interfaces that defines the different types of collection. It starts with the Collection interface then extended by three main subinterfaces Set, List and Queue. There is also SortedSet extending Set and BlockingQueue extending Queue.
Now, concrete classes implementing them is more understandable if they explicitly state which interface in the heirarchy it is implementing even though it may look redundant at times. As you mentioned, a class like HashSet implements Set but a class like TreeSet though it also extends AbstractSet implements SortedSet instead which is more specific than just Set. HashSet may look redundant but TreeSet is not because it requires to implement SortedSet. Still, both classes are concrete implementations and would be more understandable if both follow certain convention in their declaration.
There are even classes that implement more than one collection type like LinkedList which implements both List and Queue. However, there is one class at least that is a bit 'unconventional', the PriorityQueue. It extends AbstractQueue but doesn't explicitly implement Queue. Don't ask me why. :)
(reference is from Java 5 API)