I've seen a lot of games that define the entity components in script files, but when they configure each entity and specify what components it has, they use some other file format (like XML). Why do they do that?

I'm asking mostly to see what others' rationale was for this. I also configure my entities outside of scripts (though I chose JSON not XML). My reasons for doing this are to make it easier for me to implement save games and also because I think this kind of configuration is better organized in something like XML or JSON.