Leads are very often used as lists of 'potential' customers, so we should use them in the marketing process alone, and only after scoring transform them in contacts and accounts.

Case study :
A company has on the website a webform that takes requests.
The form creates leads and contacts, but when i create an opportunity clicking on "qualify" it says that the contact exists.
I can't create only the lead with the form, because without contacts i cannot use segments and scoring.
So now i will always be asked if i want to save the contact when i qualify a lead?
You can say me that i can choose if i want to be asked to create a contact and and opportunity when i qualify, but salespersons doesn't want to lose time with several clicks.

It's easier if they create the opportunity and if the opportunity is won, then a lead become a client (contact and account)