John, it's to avoid contamination, though I don't often bother to do it. I have a few small movable homemade 'greenhouses' (approximately 1 X 3 X 3 meters) that I can set over sections of the garden, but I can't do it for all plants. My breeding is done in the open garden, so it's never ideal.
I have some plants that always produce outfacing flowers and some produce upfacing flowers. I do use them when I can, and some offspring continue the trait. But the quantity and color range I have of these parents is limited (white, apricot/pink, dark/violet). Moreover, they are in the open garden and a couple (the whites) are early bloomers, so sometimes the reproductive parts get destroyed by cold. The white ones also only produce one or two carpels and don't often set seed well. This is particularly problematic with the upfacing ones (the flowers act like a bowl and catch rain etc).
As for shapes and color, I generally try to eliminate all undesirables on the property. Human neighbors are spaced far apart, and I doubt any of them have hellebores. So by only keeping the best examples, I can have a reasonable form of control and still get good plants even with open-pollination. I keep some open-pollinated seed too.
