RobNJ's reason is the same one that I have.

I feed live because it is convenient. I do not want to waste money by throwing out a thawed rat (or like... ten thawed rats, depending on how my snakes feel at the time). It also sounds like a lot of effort to thaw rats as currently my collection is just too big for it. With live, if someone doesn't feel like eating, I can put the prey item back in its cage and feed and water it until next week - no spoilage, no loss. My snakes are more enthusiastic about live, too.

I have actually experimented with my snakes to see if they would eat pre-killed. The aggressive snakes will happily take a freshly killed rat with no complaints and little wriggling. My shyer snakes want nothing to do with a pre killed prey item. However if I take the item out and give them a live prey item (minutes after!), they strike and constrict.