You want to avoid getting oxygen into the beer when moving from the fermenter to the bottling bucket to the bottles.
Oxygen is only good when putting the wort into the fermenter. Post-fermentation, it will oxidize the beer (not good).
Siphoning into the bottling bucket is the best way to get it in there while avoiding getting air into it. Also the easiest way to keep the sediment from the fermenter out of the bottling bucket and bottles.
[Edit: northernlad beat me to it.