First off, there are several types, some protected some not.
That is a Lake sturgeon and they are hatchery raised in Wisconsin, they have a limited hook and line season and a size limit, I think the limit is 1 per year, in addition people can purchase a liscence to spearfish through the ice in some lakes, catch is strictly limited and once the preset # is reached the season closes. Nationwide the species (Acipenser fulvscens) is listed as "of least concern", due to good management practices there are enough to sustain a sport harvest in Wisconsin. In Oregon we can harvest limited #s of white sturgeon, but not green sturgeon. As to why? As BeBlonde said, they are tasty.
So you knee jerk protectionists who jumped on the band wagon of slamming this guy should chill, do a little research before putting your feet in your mouths.