Well, because she'll proceed to run up the air conditioning bill and run electric fans all summer, whereas if you hide all the thermometers, you can save money and convince her that the heat is all just in her mind? Hehe.
But seriously, I don't think it's especially bad for a girl to brag about her beauty. Boys are as guilty, though. I've seen guys show off their "guns" and brag about how "ripped" they are more times than I care to remember. You get those kind of people in both genders, it just seems different with a guy because he'll try to make all those daily trips to the gym about "health" or a "combat training" interest rather than openly express concern with appearance.
I suppose it might seem a little vain. I mean, if all someone can talk about is their physical beauty, you wonder if there's anything more to them than the surface, or if they're trying to conceal a lack of depth by emphasising desirable surface qualities. You wonder if they're trying to draw attention away from a bad family history, a criminal record, poor temperament, etc. You start thinking, "All right, this person doesn't want anyone looking beyond the surface. What is it they don't want me to see?"