I think one such answer is; the moment of initial anger after receiving bad news, some people want to take it out on someone immediately.
Typically, the messenger is right there and is a handy component of the message delivery system.
Some people take out their anger on the component of the message. In this anger, is the desire of the person receiving the message to inflict pain on something that can feel pain.
Since the message itself cannot feel pain, the messenger is the next best thing.