Constructing a response object is not for free. While performance does often not matters,
it matters for an HTTP Cache implementation, given how often its called.

Is there any reason why \Symfony\Component\HttpFoundation\Response::__construct() calls out to $this->setDate()?

There is also code in \Symfony\Component\HttpFoundation\Response::getDate(), which ensures that you return a valid object, in case none is set yet