It is because, putting the brackets in there effectively creates the statement:
stuff = eval('return ' + data_from_the_wire + ';');
If you were to eval without the parentheses, then the code would be evaluated, and if you did have any named functions inside it those would be defined, but not returned.
Take as an example the ability to call a function just as it han been created:
(function() { alert('whoot'); })()
Will call the function that has just been defined. The following, however, does not work:
function() { alert('whoot'); }()
So we see that the parentheses effectively turn then code into an expression that returns, rather than just code to run.