"You know, I never asked." It was a symptom of being friends with Buffy, more than Taxon, that she just accepted that Buffy had a castle. Spike had a soul, Dawn was dating Xander, and Buffy had a castle - behold, the future.

"I assume it has to do with her job, though. She, um... she's sort of a special kind of soldier, in some ways, and it makes sense to have a headquarters that's well defended." ...though it's still a castle.