One reason is the triangle during ringcraft/dog showing so you are not between your dog and the judge.
But in handling classes you may get asked to do a reverse triangle in which case you would handle the dog to your right.
Also sometimes when a judge asks for a 'straight up and down' the may move to the side for the return in which case you should swap the lead to your right hand so again you do not come between the dog and the judge. 
Yes but just imagine the chaos if at say championship level everyone handled any side they liked when doing the full class circle!

The circle "take them round please" is normally anti-clockwise; therefore (or because) the dog has to be on your left or the judge will be examining your silhouette in movement and cannot see your dogs because you will be obscuring his/her view! Or even worse you'd have some folk going clockwise and some going anti-clockwise.
