Some funders (e.g. the ÖAW and the FWF in Austria) require the grant/fellowship applicant to declare if they have submitted any other grant application(s) at the same time. (This is asked during application submission, but they also need to be notified if you submit another application elsewhere later on.) It of course makes sense that they don't want anyone to be doubly funded, but that's a different matter: then they should just specify this and say (as they in fact usually do) e.g. that if you win more than one grant, you need to decide which one you choose. But my question is: why do they care about other ongoing applications? Do I for any reason lower my chances for one grant if at the same time I'm applying for another (and hence have to declare it to them)? Does it matter if it's the same project proposal or something completely different? (Though they don't even ask specifically about this, I just need to say where I submitted, but not what.) Or is this declaration just something for administrative purposes only and should not matter at all for the decision?
These are mostly internal decisions and it is difficult to conclusively tell you why. Since that brings us to speculating, here are my two cents:
(1) They do not want to reinvent the wheel. The process was probably designed years ago and nobody wants to take the initiative to change it. Unlikely, but possible.
(2) The actual reviewers with expertise in a field are limited. It is possible that some of them review for multiple grants and the funding agencies then collaborate to share the workload over multiple reviewers rather than burden a few. Explains why it does not matter what you apply for, only where.
(3) As you speculated, they want to get an idea of how serious are you with them by judging you over the fact of how many places you apply (more = not good).