Just in case it crashes

The silly windows system will not boot, if it can't find pagefile. So if your disk containing pagefile is missing, windows will simply show blue and hang! It will try locate in default place the disk C, but there is none; it will look for where the system recorded as in disk D, but there is none. So Bill Gates just got confused.

It is a hassle. The way to solve it is to create am empty file after taking down the first disk.

So, if you have a small file on disk C, at least windows will start up.