All the reasons @Chopper3 gave are still valid ones:
The actual authentication process is secured over SSL/TLS.
(at least if your OpenID provider isn't made of suck)Everything else you do on ServerFault is public*
Adding SSL to StackExchange sites is computationally expensive
(Good enterprise SSL accelerators range in cost from about as much as a pony to about as much as a house!)
* – Possible Exception: Associating email addresses with your account & subscribing/unsubscribing to site newsletters.
I agree that these things should probably be happening over SSL if they aren't already.