Most state governments (and the feds) require it for security, accountability, and posterity.

As this incident demonstrates, sensitive info can easily be accessed/stolen on systems that lack sufficient security (like Yahoo!, which isn't encrypted).

And while the government has legal authority over and access to official communications on its own computer systems, it has less over allegedly-private communications on a private system. If someone internal wanted to give adavantages to friends on state contracts, for example, they conduct parts of the review process out of sight on private networks. If someone internal raised suspicions, an AG or IG has the authority to inspect emails on the governments system.