There are a whole bunch of reasons for using article titles that are the most commonly known name. The search function is very important - and some search engines rank redirects differently (i.e., much lower) or don't even include them, so using the title that is most likely to come up on a search means the article will almost always come up in the first page of results. From the movement perspective, it is a *good* thing that most searches will lead to Wikipedia.
Secondly, redirects are expensive - not to those in the Western world with fast computers and high speed internet, but to those who are on dial-up or have comparatively high lag times because of distance (lots of people at Wikimania had difficulty getting good access to Wikipedia during their stay in Hong Kong, for example). A redirect means that the reader must first load up the "redirect" page and then follow the redirect instruction and wind up on the intended page. I don't think we pay nearly enough attention to the comparatively poor performance from WMF that our Asian, African, and South American colleagues experience; we're terribly spoiled.
I'll let someone else cover the logic behind the policy.