Why does KOMA-Script mix serifs and sans-serifs?

Update

Since version 3.12 there is an undocumented value standardclasses for the heading option defined that changes the font of all section heading levels to serif.

Note that with

headings=standardclasses

also chapterprefix=true is set and the sizes of the headings are changed similar to the standard classes. To reverse this two additional changes you have to use chapterprefix=false and headings=big after headings=standardclasses.

\documentclass[
  headings=standardclasses,
  headings=big
]{scrartcl}
\usepackage{blindtext}
\begin{document}
\blinddocument
\end{document}

\documentclass[
  headings=standardclasses,
  headings=big,
  chapterprefix=false
]{scrbook}
\usepackage{blindtext}
\begin{document}
\blinddocument
\end{document}

If you use scrreprt or scrbook option headings=standardclasses is also set by the undocumented option emulatestandardclasses (see below).

---

Original answer

Since version 3.12 there is also an undocumented class option that results in a similar layout to the standard classes including serif font for the headings:

\documentclass[emulatestandardclasses]{scrbook}
\usepackage{blindtext}% dummy text
\begin{document}
\tableofcontents
\Blinddocument
\end{document}

Note that this option needs package scrlayer-scrpage. So it can not be used together with scrpage2 or fancyhdr.

KOMA-Script's reasoning for that is:

There is a rule in typography which states that one should mix as few fonts as possible. Using sans serif for headings already seems to be a breach of this rule. However, one should know that bold, large serif letters are much too heavy for headings. Strictly speaking, one would then have to at least use a normal instead of a bold or semi-bold font. However, in deeper levels of the structuring, a normal font may then appear too lightly weighted. On the other hand, sans serif fonts in headings have a very pleasant appearance and in fact find acceptance almost solely for headings. That is why sans serif is the carefully chosen default in KOMA-Script.

(Markus Kohm, KOMA-Script guide, p. 94)

That being said, I like the all-serif version better, too. Although it is not exactly a gold standard in typography, Microsoft Word's standard settings have moved from mixed fonts (2003: Arial/Times New Roman or 2007-2010: Cambria/Calibri) to all-sans-serif (2013-2016: Calibri Light/Calibri). Maybe this indicates that this rule is not set in stone.

As far as I have learned, the whole point of using serif font is to help the reader find the next line in justified text, i.e., not skipping one or reading the same line again. Serif fonts accomplish this through a strong emphasis on the baseline.

On the other hand, headings are a) not justified b) usually not longer than one or two lines and c) significantly bigger than the running text. That's why the serifs are not needed there.