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There is a sublime simplicity to anything round. I assume that for a variety of reasons, pipes, manholes, etc. are round due to this simplicity.
More specifically, I like the following reasons...
1.) It can't fall in because the diameter is the same everywhere.
2.) It is easy to replace a manhole cover, because you don't have to rotate the heavy cover, it fits at any orientation.
3.) Moving heavy things is easier if they can be rolled.
More cynically, I suspect they are round because someone made them round once, and then it was easier to keep doing it the same way. That's how most standards arise.
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