It doesn't make it more secure. It is a rule from Visa, rarely enforced. I've had mine questioned too, but almost every time a photo ID is enough. My card also says "Request Photo ID" instead of a signature.
The signature protects Visa and the store, not you. All they have to prove is that the signature on file matches the signature on the back of the card. That the signature on the back of the card provides a sample for a forger to copy is not important to them.
If you really want to annoy them... tell them that "SEE ID" is your signature. Sign the slip "SEE ID". :-)
Hehehe, we were just discussing that option.
OK, we got our hot chocolate with Bailey's, and we're hitting the couch.
See ya later.