They don't have "a few cm depth", according to the page; it's "11.5 millimeters thin".

That's on them for putting that constraint upon themselves. Not sure why a desktop computer needs to be razor thin, it lives on a desk...

I don't consider it a constraint they're imposing on themselves but rather a goal they're actively trying to achieve (decreasing the device size and profile). Some people have small desks. A small footprint desktop computer that looks incredible because of its thinness is a wonderful achievement. Even on larger desks, now the end consumer has more room.

Reducing the size of electronics has always been a goal for consumer hardware companies. Look no further than the memory stick which now supports tens and hundreds of gigabytes on a piece of metal smaller than your finger nail.

It's quite nice having devices that have such small profiles. It's the result of incredible engineering to fit more power in a smaller space for really very few tradeoffs.

I'd guess to not make the Macbooks look ridiculously bad.