Options->Project->MIDI Out->Zero Controllers When Play Stops

Hi all,
I have two VSTi plugins with certain midi CC's that reset to zero when I stop playback (Vir2 Electri6ity and Garritan Personal Orchestra 4). I fixed the problem by disabling the setting mentioned in the title. It seems odd that I have to do this at all, because I have loads of other plugins that work just fine with it enabled.
I suppose I'm wondering why this setting is enabled by default, what good does it do anyway, and what effect it's having (if any) on my other plugins when I disable it?
Many thanks!