Customers, neighbors, Cities, EPA, are much happier if construction mess is contained and kept to minimal levels. Contractors benefit from this happiness, both financially, and with a better reputation, making referrals for future projects much easier to get.
When heat shrink wrap is used on large projects to contain the area, the workspace can be heated to extend the "season" for many construction activities. Workers are more productive, because they can't see what is going on outside of the containment, and do not interact with the public. Worksites are more secure, and safer. The jobsite is also much less of an eyesore, and produces less impact on the environment.