Mainly to prevent opening the context menu - probably to make copying images harder...
I feel like Gary Larson is still new to the Internet. I mean, the prevalence of Twitter screenshots alone should demonstrate the futility of such efforts. Though it may be that he just doesn't want to tell with supporting the image link traffic.
However, given that uMatrix reports blocking >5K, my suspicion is that he or whoever he has doing his site may not be all that clever. (I haven't any plans to dig into why uMatrix is reporting so much.)