What Mike said in his first reply is important:
The Twitter API doesn't give XenForo an e-mail address during registration. Therefore, we have to ask the user what their e-mail address is. And then, the only way to verify that is to do email confirmation.
There are still benefits to the end user in logging in because the login is then a single sign on between Twitter and your forum. Plus, with a confirmed email address, we can be sure they now get the correct user experience and they can be contacted or even receive a proper password by email should they ever lose access to Twitter.