Because, presumably the data entering the SSIS pipeline from the oledb source is non-unicode.

Excel requires the data be unicode prior to loading to the worksheet, hence the need for a conversion as SSIS pipeline doesn't implicitly convert between unicode and non-unicode

The same would apply if you were loading from an excel source to the oledb destination - you'd need a conversion step to convert the excel (unicode) prior to loading the oledb (non-unicode) destination.

Hope this helps