They wanted a bill of rights because they feared the ratification of 1787 would cause the new government too powerful. They thought it posed a threat to individual liberties. They believed it was important under the constitution, that some rights needed to be given. It would allow for the people to have rights and be able to know when they had rights and when their rights were threatened. Remember that a lot of the federalists were not the rich.
TLDR: they wanted it because without it the government could use their powers to hurt the rights of the people.