The teadition dates back to poorer times, when working families couldn't afford more than one holiday. The seaside location meant delegates could bring their families and combne the two activities. That obviously applies to Labour - I guess the Conservative didn't want to be seen as too prissy by holding theirs at a grouse shooting party or where ever. the tradition appears to have stick, hence the continuing trend.
Not always - we've just had the OMRLP conference in Yateley (near the Hampshire-Berkshire border); and the Lib Dems have their conferences in a wider variety of places than the Conservative & Labour Parties. (e.g. Harrogate or Dundee). The modern preference for Brighton/Blackpool/Bournemouth for the main parties is probably based on the limits of finding a big enough building for the conference and/or hotels for the delegates.