Un-set basic lands are generally sought after because of their relative rarity and desirability. The hologram is a security feature that proves their authenticity and preserves their secondary market value.
High desirability and low availability lead to high prices. Un-sets, while being a mass-printed product (as opposed to e.g. promotional cards), are still rare relative to regular sets. Un-set basics are also desirable, once for the very reason that they are rare, but also because they are artistically appealing. For example, Unglued, the first un-set, featured the first full-art basics ever. Together this leads to high prices for the un-set basics.
This makes the cards attractive to counterfeiters, and the purpose of the hologram is to prove the authenticity of any given card. This protects the reputation of Wizards as a manufacturer of high-quality cards, and the secondary market value of the cards for the benefits of buyers and sellers.
Of course, Wizards doesn't protect every single card with the hologram because of production costs outweighing the benefits for most basics, commons, and uncommons, but un-set basics are a special case where it's worth the effort.