Pipe that is exposed to the sun will heat up. If that pipe is full of water than the heat will cause the pressure to rise rapidly. If you bury the pipe then it is sheilded from the sun and you'll have a lot less problem with solar gain or losing heat to a cold cloudy day. Digging up a failed pipe is a lot easier than dealing with heat gain/loss (and you can usually find it pretty easily by the BIG mud hole).
David