Why? I have that database on my PC, and it get's used.
Not everybody has, and it gets updated monthly. That's why aMule downloads it to its config dir if it doesn't exist there yet and uses it from there.
It was planned to add a config dialog option to enable/disable GeoIP and set the update intervall. I leave it to you to guess why it wasn't implemented yet. 
I think I know why. Wouldn't it be better to download to config dir, if the systemwide db isn't present? Many Distros ship the db with the libs, so not everyone has a db in his $home or amule's-config dir, but much more have one in /usr/share...
If the feature of downloading the database is usefull in any environment, it should ask before doing that.
It will always download it if GeoIP is enabled and the database isn't there.
It should ask, at least one time. The user could want to stay on the systemwide one (if present) for reasons like limited home, or just because it works and they give a shit of seeing a flag of Maldives as long as the main countries with the most users work, or just because they know (like me) that the download will fail.
Http-downloads don't work at all in aMule, because it's not possible to use the proxy ONLY for http.
That request might make sense, though you're probably the only one with that problem. How did you get your system set up so Kad works and HTTP doesn't?
Gateway with caching proxy for http/ftp and so on, mail/news-server, and nat for ed2k/kad/irc/games. Not really difficult.
k, so Windows does what I expect, and in Lunix I can't even configure it. Strange feeling.
So, that happens if you start talking about two totally unrelated issues - nobody knows anymore which relates to what.
The dialog appears right before the problem of the op (and me), so not totally unrelated. More totally surprising.
See it like in Usenet. If you want to talk about redwine, ask for a camcorder.