Reason No. 1: You have a poor résumé.
To put it another way, your resume structure is not successfully maximizing your abilities and so will not be as effective a marketing tool as it might be. If your resume is out of date, poorly designed, includes an objective statement, or is just difficult to read, the headhunter may rightfully request that you construct a more professional-looking resume. If this is the case, you should pay attention. If creating resumes isn't your thing, there are excellent professional services that can assist you.
Reason #2: Your CV does not highlight the talents that their customer need.
Your headhunter is most likely highly acquainted with the recruiting firm and their requirements. A CV is a two-page document that highlights the talents you believe will be most relevant. However, there may be a vital aspect of the position that is not obvious on your CV that the headhunter is aware of. If you are convinced that you have the talent and can legitimately claim it on your resume, you should use your headhunter's resume assistance. They are generally only paid if you are employed, so they are really driven to get you the job. Having said that, you will be the one to interview and work there, so avoid exaggerating your claims.
Reason #3: Preference for formatting
Resume templates are an art as much as a science. There are established parsing procedures, keywords, and current trends, but there are also personal preferences. It's quite aggravating to pay for resume assistance just to bring it to a recruiter and be informed that it should look different. This has occurred with a handful of my clients. While I always prefer my version and have statistics to back it up, I usually tell my clients that if they really want to work with that headhunter and the headhunter strongly prefers a different template or resume format, the client should consider reformatting to the headhunter's preference (and using the other one for positions outside the headhunter's scope).
Finally, spend your time and energy in creating the greatest version of your CV possible, and if someone disagrees, listen to why, analyze the arguments, and only adjust if it makes sense to you. Your CV is your marketing weapon, and you should have ultimate control over how it looks.