Why do POJO classes need to implement the Serializable interface?

First this is no longer a Plain Old Java Object, Because it has annotations.

But staying on your premise, The Serializable is required in POJOs if those are intended to be used in Distributed Systems and Systems which use caching and flushing into files and reading back.

Mostly JPA implementations do run in Distributed manner and Use caching, thus this POJO is required to implement Serializable.

For more information read this discussion