The aim of siunitx is to be a flexible and comprehensive units package which follows the 'standards' as far as possible when loaded. If you read up on the use of units, you'll find that quantities (the combination of a number and a unit) is a mathematical entity. As with other mathematics, things like font shape and weight are therefore important. With the default settings, the package uses the current upright roman font for everything: that's the same as any other mathematics:
\textbf{Bold text but $y = mx + c$}
However, some people prefer to follow some or all of the surrounding style, particularly in section headings. That's where the 'flexible' part comes in: you can do that using a package option without otherwise changing the input.