The main reason for this is lore, because Overlords originally acted as relays for the Cerebrates to the individual minions (the Zerg’s equivalent of “supply” was “control”), and later on, played the same role for Broodmothers, and it appears they have massive brains for this and the need to be psionic conduits.
For gameplay reasons though, the Overlord is the only transport that cannot be disabled with Interference Matrix, and the same with Overseers being mobile detectors. I’m not sure how useful the ability is in general, but increasing its usability such as disabling detection when you’re playing Skyterran, for example, or preventing a baneling drop, can’t be a bad thing, right?
I admit I’m not sure what will happen to the supply count when the Overlord is disabled.