I can think of several reasons:

The players will want to know how many moves have been played in the game (as you often get extra time after moves 40 and 60), how many moves have been played before the last pawn move or capture etc. Currently the players may not consult any other material than the score sheets during a game, but even if the rule was changed, the score sheet is probably the easiest way to access this information.
The electronic boards can be unreliable sometimes. Also, although this probably never happens in Super GM level, problems may occur with illegal moves etc.
There is no pressure to change the rules, or the trouble of changing the rules weighs more than the potential gain. Some players like the old-fashioned way of writing the moves down. Comparing with reason 2, somebody should decide when the electronic boards are good enough to be trusted, and drawing the line is not an easy job.