Why do I have to set the BLACKHOLE community or the Blackhole next-hop on my announcements to the Blackholing route server as well?

This is a safety measure as omitting to do so would otherwise result in immediate blackholing of all your (maybe accidentally) announced prefixes.

Please note that announcing a prefix to both rs1/rs2 and rsbh will result in blackholing of this prefix if the BLACKHOLE Community and/or Blackholing next-hop is set on the session towards rsbh.