To keep them from wilting.
"In nature plants maintain a water balance by constantly replacing water
lost to the atmosphere by water absorbed by the roots. If water loss
exceeds water replacement, the plant wilts. Harvested produce, whole to
partial plants, have no means of replacing water lost and they quickly
wilt. Leafy vegetables like lettuce & spinach would wilt fastest. Waxy
skinned vegetables like cabbage and fruits like cucumber and apples will
wilt most slowly. To keep produce firm and fresh, they are sprayed with
water. Vegetables like potatoes and onions have skins that retard water
loss so well they don't need spraying."
http://www.madsci.org/posts/archives/oct2001/1002742842.Gb.r.html