My parents did this because one of my friends was running around telling everyone that the Stork, an actual entity endorsed by God, brought her to her parents. That story alarmed my parents, who did everything they could to disabuse us of its truth (a tad too well, in my case, as I proceeded to read my new book to all my friends, something that didn't sit well with Stork Girl's parents. :P).
In any case, this sort of storkian BS continues; not only is there some new movie about storks and babies, but this morning at the coffee house, I overheard a mother telling her daughter, who looked about nine- or ten-years-old, "Well, we won't know if the baby's a boy or a girl until the Stork brings it. The blanket's color will be our clue."