While I've never seen this information in an official Salesforce document, Doug Chasman answered this on the developerforce boards back in 2009:
The move to separate domains has one very specific purpose: leverage the browser security model (same domain policy) to protect our customers and the salesforce.com service from cross site scripting and cross site request forgery attacks.
Moving to the serving pages from separate domains is a critical component of our ongoing commitment to insure the highest level of security and availability for everyone.
In the world where everything is served from the same domain any custom page that you visit had full access to any other page in your org and also any page served from salesforce.com itself. This included potentially malicious code that was installed as part of a force.com package.
The original thread can be found at: