You are correct there is no real reason, more importantly, there is no effect when using Picture Styles for RAW images. Picture Styles only effect JPG images. You can reproduce those same Picture Style effects very easily for your RAW images in post processing with DPP. From the Tool Palette Raw tab, just change the Picture Style value. From there you can revert back to the unaltered RAW image or edit it beyond. Often adjusting your RAW image to one of the Picture Style settings is a very good starting point for editing a photo.
I shoot RAW and use Picture Styles so anytime I shoot RAW plus JPG, I have enhanced JPGs incase I want to use JPGs straight from the camera.
