It's so commercial game devs can ship it on iOS and consoles. I think Apple makes it impossible to comply with the LGPL. Probably same thing for Sony, XBox and Nintendo.
I'm not too mad even though I'm a GPL fanboy. If it helps SDL adoption among game devs then that will help portability and Linux support in the long run. It will also help games run better on Linux: plenty of games that don't use SDL have annoying issues with my tiling WM for example.
With SDL 2, they even thought about the future compatibility issues due to static linking: Even if a game statically links SDL, you can still override the static copy with your own dynamic library. The static SDL will forward all function calls to the user supplied SDL.