It's a fact of fishkeeping that fishkeepers prefer "pure". Also while it is true that crossbreeding will happen in the wild, the tank is nowhere near a wild habitat that allows 100% true mating behaviors. Some of these fish are from totally different locations or depth strata of the lake and would never encounter each other in the wild. In the tank those same fish can't get away from each other. I think that African cichlid primarily (but possibly some CA/SA as well) females will lay eggs if they're comfortable regardless of male's presence. Males being what we are, we'll hit damn near anything. I think this is definitely the case with mbuna/peacock or peacock/hap crossbreeding. Intrastrain crossbreeding (ruby red with lemonjake, or metriaclima types estherae and hongi crossing is very common) will occur more in tank than in wild as wild fish occupy different territories, depths, and cover as well as different schooling habits.
I do agree that crossbred fish can have better immune systems or such if they're coming from wild or F1 fish, but when you get a "zebra" and a "lab" from the assorted tank at the lfs with who knows how many tank-bred generations that may have been crossbred or line bred, and they cross, I personally think the chances of getting poor genetic mutations is much higher.
Also there is the bottom line: a fish with traceable genetics will fetch a higher price if you're selling the fry. If you're growing feeders, who cares about crosses.