Different companies offer different levels of sponsorship and have different requirements to be met. When Saxo was on SRAM, the deal probably required them to also use Zipp components and wheels, as SRAM now own Zipp. As Saxo was running on a shoestring budget at the time, this would have been the easiest path. Shimano only go the full sponsorship package as well, requiring Shimano wheels and Pro finishing kit to be used (like Orica and previously, Orbea) but with Tinkoff now stepping up with some $$$ they are probably buying the groupsets like JV does with Garmin.
AFAIK Specialized aren't so strict in this regard (one of the few things they aren't so dooshy about) and let Bjarne choose the teams finishing kit. Also, Roval wheels are crap and Bjarne most likely wants them nowhere near his team's bikes.