They said that this decision would try to combat piracy.

Blizzard Entertainment has more to lose than gain by announcing that there would be no multiplayer LAN support.
Other people say that Blizzard has become greedy by forcing people to play on BattleNet 2.0 which has potential ad revenue. Others say it's just a marketing ploy to create controversy over the much awaited Starcraft 2.
Either way, here's the official statement released on the matter:
"We don't currently plan to support LAN play with StarCraft II, as we are building Battle.net to be the ideal destination for multiplayer gaming with StarCraft II and future Blizzard Entertainment games. While this was a difficult decision for us, we felt that moving away from LAN play and directing players to our upgraded Battle.net service was the best option to ensure a quality multiplayer experience with StarCraft II and safeguard against piracy. Several Battle.net features like advanced communication options, achievements, stat-tracking, and more, require players to be connected to the service, so we're encouraging everyone to use Battle.net as much as possible to get the most out of StarCraft II. We're looking forward to sharing more details about Battle.net and online functionality for StarCraft II in the near future."What can you say about this? Do you support Blizzard's move to take away LAN capabilities?