In the US I've never seen it in a non-refrigerated section, so I bet they just refrigerate the UHT milk even if it isn't needed to keep it all in one place and not freak people out.
Sometimes I just want almond milk to be cold right now. And also, the refrigerated milk section tends to be much easier to find than whatever place the store decides to put non refrigerated milks.
Consumers because they think of it as milk, and thus it should in the same section. Producers because they want that association.