According to most instruction manuals I've read (not the active in particular), it's for safety. I've never had any kind of motor "jump" after I've started it, but apparently it's a possibility. I'd guess it's usually the same reason, even for a self starter.
The reason why brake is applied while using a self start in Honda Activa is to give the engine push up for starting. The starter has a caliper that normally jumps with the current that is coming from the battery. Therefore, if the brakes are applied the engine will work efficiently.