Bah, maybe he has a seperate hardware NAT router, doesn't care to have AV software slowing down his machine and eating memory in the background, and doesn't want MS peeking around in his system during automatic update, nor hosing his system due to a newly-released but buggy/incompatible driver on Windows Update.
At least, those would be my reasons, since I'm basically using the same sort of configuration. I agree, the best thing that you can do with that dang "security" center (app that regularly cries wolf?), is disable it under Services, along with half of the other bundled junk in XP.