Lots of people tend to make the belt go trough them. The main reason I find to use them is to prevent the belt from sliding up when dancing at a ceilidh or similar. Personally I only use them for the sporran chain, but even the sporran holds itself up without the loops. I can't see any other reason that someone wanted to try this some time, and others tought it was a good idea.

Can't find any really good reason they should be there.