For example, when I'm trying to write a tricky piece of code, it goes much better if I can shut out interruptions like Knuth does and concentrate on the task at hand. If people expected me to reply immediately to their non-urgent e-mails, it would be a lot harder to concentrate.

Also, people who expect me to answer their e-mail or phone call immediately are making the presumption that whatever they have to ask me is more important than whatever I currently happen to be doing. In most cases, it's not.