Because coughing and sneezing help to get rid of surface viruses, inflammation of the nose and throat brings in more blood with more antibodies where they are needed, feeling crappy causes you to rest instead of running around, etc. Most of your cold symptoms are potentially effective at reducing the length of the cold. Of course, if you are coughing so much that you can't sleep or are injuring your lungs, then treatment of symptoms could help. There is also the philosophy of my research partner - me: "If you treat a cold, it will probably last longer," he: "Yeah, but if I feel good, why would I care?".