They shouldn't.
Most include features such as a (subpar) news feed and weather.
These things are nice, but there's no need for a launcher to have them. They can, and should be done by other, dedicated apps. Someone mentioned widgets, but the launcher doesn't talk to the widget's app via Internet... it talks to it via IPC (inter-process communication). Ergo, no Internet permission needed.
Same with keyboards. They give you access to stuff like "ID this song", "get user-created themes" or "better swiping and handwriting recognition", all the while doing god-knows-what with your data.
It's basically a ruse. Give the users something thst needs the Internet permission, even if optional, so you can sensibly request it. Wheb you do, you get the unlimited, impossible-to-control permission (revokable only via ADB), allowing any and all Internet traffic.
As they say, "with power comes responsibility". This is a lot of power. And most apps in the Play Store don't give much confidence in their devs' data responsibility.
You can try looking at Settings to disable Internet access, but YMMV depending on the exact flavour of Android.