One reason is stability. It has to do with the way the weight of the harp is distributed. Also when you set it down, it will be less liable to fall away from you. Moving the harp in the same profile which it assumes when you play it gives you more control over it when moving it by yourself. And yes, it does protect the column somewhat, especially the gilded ones which are so easily damaged.
I prefer harp carts made of metal rather than wood because they are less likely to fail from innate structural weaknesses. If you use wood, be sure the parts are fastened together with screws, not nails. Have the largest air-filled tires you can get (for a softer ride and easier going over gravel and other rough surfaces) and the largest base under the harp that you can get. You don’t want the harp bouncing off the cart when you hit a bump or go over a curb or up some stairs. Use heavy strapping to be sure it’s fastened securely. And always use the padded transport cover before cart moving (unless you’re just riding from one room to the next).