Other requests come from people you have never heard from before. Using strong encryption, you can send them what they have asked for by almost any medium (including across the Internet) without any real risk.
Some requests are easy to deal with: they come from fellow-researchers whom you know well, and whom you trust. If you are active in the anti-virus research field, then you will regularly receive requests for virus samples. (read the complete text, it contains important information) It was decided not to change the file itself for backward-compatibility reasons.