Because the tests don't require your device to operate in an RF environment. They require not to be permanently damaged, and not permanently damage downstream devices.
In order of likelyhood I'm going to go with:
1. Your company produce critical equipment, not a toy computer monitor.
2. Your company produced equipment that interfaced to other equipment which it could potentially damage.
3. Your company cared, something that died towards the end of the dot.com era.
4. It was a UK company that primarily had to comply with European CE certification which, as an AC above said, DOES mandate immunity to interference as well as generating it (until now, I wasn't aware that FCC was only one way for most gear). Also, as has been said, it's very difficult to do one direction without the other.
Plus a bit of 2, and me getting UL mixed up with FCC (thanks for the info, btw, you and a couple of other posters) because I never had to worry about how we got certificated in America. All I knew is that it had to pass European EMC regs to get the CE mark, and that translated to the equivalent thing across the pond; someone else did the actual paperwork. :-)
As a sidenote, I remember working on another project for another company back in the 80s, long before EMC regulations came in, which still had to be tested quite violently for fault-tolerance. It was a petrol filling (gas) station EPOS system, and the UK's Weights and Measures Authority would only approve our then-revolutionary direct connection to the pump-controller (in order to pass the value of the fuel transaction across, rather than it being manually retyped by the cashier) if we could prove that we wouldn't lose the transaction en route no matter what.
To that end we had to prove that the transaction would still survive the trip down the wiring even if - amongst other things - the equipment was being continuously zapped with a 4kV spark on and around all of its surfaces. Every so often, a guy from W&M would come along with his piece of meaty test kit and spend an afternoon zapping our gear while making fake petrol transactions. Hilariously, our equipment WAS actually allowed to die, just provided it didn't corrupt or swallow the transaction while it did so. In fact, due to careful design and a fuck-of-a-lot of earthing, it survived every time. Always a bit of a nail-biter though, and quite spectacular to watch.
That had nothing to do with the later EMC regs however, although of course the principles were somewhat similar.