Why are mail files in /var/mail owned by 'daemon' instead of the recipient?

The mail delivery agent /bin/rmail needs to be able to chown(2) these files.  It can not do so if you have removed the privilege CHOWN (see
setprivgrp(1m); removing CHOWN is recommended to prevent cheating on disk quotas). 

To get around this, noting that /bin/rmail runs setgid to group mail, you can grant privilege CHOWN to group mail only by inserting the
line "mail CHOWN" in /etc/privgroup.  The change takes effect on the next reboot, or immediately if you execute the command
"setprivgrp -f /etc/privgroup".