Is it necessary to disable virus scanner during TeX Live installation, and if so, why?

Sometimes during installation, there are problems when unarchiving (more precisely, untaring) some packages, which make the installation fail. These problems are hard to reproduce with enough reliability to be understood and fixed, but are still somewhat frequent (according to reports of installation failure on windows on the TeX Live list).

One probable explanation for these problems is that the antivirus locks some newly created files or directories before the installer is finished with them, so access is denied to the installer and installation fails.

So, my advice is: try first with antivirus on, then if it fails for unexpected reasons (which excludes network problems, for example), disable the antivirus before trying again. By the way, this is not at all specific to installing, the same applies for upgrading.

TeXLive installation consist of tens of thousands of files.

If you have downloaded the installation package from an official site it is almost certainly virus-free, so you can speed up the installation process by disabling antivirus software.

Still I do not think it is important :)

I would guess they are worried about some antivirus software program falsely flagging a file as having a virus and wrecking the installation, or even preventing the installation program from working correctly. McAfee is particularly notorious for doing both.