This was a rule that was added because of the Axis advantage in earlier games being able to bridge. From Italy to Africa and Japan to Korea, the axis had great advantage with that plus a defense of 1 so I assume transports at 0 forces the axis powers to actually commit a naval defense.
Actualy no it isnt added for that reason, the allies had an advantage in the other versions of A&A.
It was made because of realism, before you had 1 BB and 6 transports and the transports where taking hits. This was rather stupid so to up the realism they added the new transport rules.
The defenceless transport rule can be ommited from the game without any strategical implications. Basicaly you keep rolling until all transports are gone.