Control. Simple enough, really. You’d want to have control over where your users are redirected to after they log in.
The default WordPress behaviour of redirecting your users to the admin dashboard, albeit lacking some options based on their user roles, can get a bit confusing to certain users.
If you run a membership site, ideally, you’d want your members to be redirected to their Profile Section.
For an LMS, the best option would be to redirect them to their current courses. For an eCommerce website, the cart page or the main shop page would be good options.
For whatever purpose or whatever reason you have, having a redirection in place for when users log in is one sure-fire way to have a better user experience when using your website.
Just think of all the support questions you’d get to avoid.