it increases your chance of winning when you go for 2 to take the lead rather than go for 1 each time to tie it. Assuming that you have a 50% chance of winning when you go to overtime, it makes more sense to go for 2 when down multiple touchdowns. If you get a 2 point conversion, you can win in regulation. If you don't get the conversion when down by 8 or 15, you still have more chances to get a 2 point conversion and send it to overtime.

Some coaches do it and some don't. Either way is fine, in my opinion. Winning is a long shot anyway. It could increase the chance of winning from 1% to 1.2%. Not a huge deal either way.