Some don't change it in order to keep the alternator spinning at a faster rate at idle and in lower RPM heavy traffic driving. The U/D alt pulley is a larger diameter than stock, combined with the smaller diameter crank pulley, it spins measurably slower at idle and all other RPM. Some owners believe that the slower spinning alternator can lead to battery charging issues since it's not seeing as many amps at idle as it would with the stock pulley. This was a regular problem for the old '87-'93 5.0L's, but not so much with the later model higher output alternators.
Use the stock pulley if you wish. The parasitic loss associated with the alternator pulley is nearly immeasurable anyway. The main reason the pulley is changed is to allow the user to maintain the stock serpentine belt length.