What's the virtue in acting like a badass hero if you were born with the ability to be a badass hero? What's more impressive: the football player who trains for years and years just to play one game of pro football, or the guy who was born with innate athletic talent?
The answer is obvious, of course – powers earned are infinitely more impressive than intrinsic superpowers. Even though many superheroes do not "choose" their powers – from Spider-Man to Green Lantern, it's usually just happy accident that these normal schlubs get turned into superheroes – it's still a hell of a boring cop-out to simply be born with the ability to leap tall buildings in a single bound. It's just not terribly impressive, and requires zero effort. If Superman is capable of catching bullets with his teeth mere moments after landing on Earth, isn't that a lot more boring than Bruce Wayne training for years and years, and using most of his fortune, to become Batman?
Full Disclosure: Batman is totally awesome.