You can see the interval relationships for scales and chords better on a piano than you can a guitar better on a keyboard than you can a guitar. As far as I know, on a piano there is only one way you can play the scale. Yes you can play the scale in various places on the board. (like guitar/bass) but there is only one fingering for the scale and I believe this is what helps you to see the interval relationships better.
I'm no pianist, but I do dabble with them. This is the only thing I can see so far as to why. I'm sure someone who has much more experience than I do will come along and point out other reasons why you should use a keyboard too.