Exactly!Some countries have very restrictive visa requirements or have high entry/exit taxes for foreign passport holders. Say you still have family in your home country and travel there often, its sometimes advantageous to keep that country's passport, both financially and for ease of travel.
This is the exact reason why my mother had a green card for many, many years before finally becoming a Naturalized US Citizen and was not allowed dual citizenship with her birth country. I will never fault or second guess why anyone has a Green Card because I do not know their personal/family situation. After all, why does it matter? They are here by legal means, are paying taxes and are not a burden to society.
Edit: I tried to rep you for this, but need to spread it around first.