So here's a somewhat incoherent question.
To define characteristic classes in the Chern–Weil way, one takes a curvature form $\Omega$ on a vector bundle $E \to M$ and an invariant polynomial $f$ on $\mathrm{GL}(\mathrm{rk }(E),\mathbb R)$, and then forms the cohomology class $c = \Big[f\big(\!\frac 1{2\pi}\Omega\big)\Big]$.
Why do we divide by $2\pi$? I understand why in the sense that "it works": if we want an integral class, so that $\langle c, [M] \rangle = \int_M f\big(\!\frac 1{2\pi}\Omega\big) \in \mathbb Z$, and agreeing with other standard definitions of these classes, dividing by $2\pi$ works, and not doing it doesn't.
But why does it work? "Morally," why is this the right thing to do?
I suppose this is analogous to asking why one always divides by $2\pi i$ in complex analysis, but there I feel I have some grasp on the answer: Cauchy's theorem holds, the only power of $z$ whose antiderivative isn't well-defined everywhere a power is $1/z$, and $t \mapsto z_0 + re^{it}$ describes one loop around a point $z_0$ as $t$ ranges from $0$ to $2\pi$.
I don't have even that clear an understanding what's going on in the case of the Chern–Weil homomorphism.