Everyone has different reasons but a gag is a very quick, simple way to assert control over another person. You take away their major way to communicate and put them in a submissive position to you. They can be used as part of sensory deprivation and match together well with restraints and hoods, so can be used in lots of different scenes. In fact, the threat of using a gag can be a great control for some subs who really dislike using them.