Why is there intro/outro silence in songs?

Sometimes songs have one or few seconds of dead air to separate songs, so they don't sound messed up when you shuffle them. Most songs usually should have a pause, so if you shuffle the songs, they have that pause to help differentiate between the songs. Other songs that were never really meant to be played out of order (listen to Paul Oakenfold's Transport), don't have the pause to make the music flow continuously.

Edit: Starslight beat me to it.

Jam it back in, in the dark.