Yeah, nothing like blowing a 2 pointer to squander all the momentum your team built up with a TD drive. You want your offense to be hanging out on the sidelines feeling good about themselves after a TD, not being down because they blew the conversion.
A great example was during last year's Super Bowl. Carolina scores early in the 4th quarter and Fox decides to go for two and they miss. If he had opted to kick the extra point Vinatieri's late field goal would have been to tie the game instead of winning it.