The whole idea here is to achieve convincing 3D illusion. To achieve that you need to achieve approximate enough 3D cues. With opaque reflector, the occlusion cues is contradicting with the effect we want to achieve. We want the object to float inside, but the occlusion tells you that the object is in front of the cone. Transparency, the parallax you can see between the object and the background and feeling of co-presence all add magic to the final illusion of 3Dness.