Nobody is making you use the function. But to give one quick example where it could be useful. Say you have two string variables, and one of them is NULL. If you simply use + to add these together, you'll receive NULL - i.e. the valid string value will be lost. Using this CONCAT function, the string will be returned.
DECLARE @S1 VARCHAR(10)
DECLARE @S2 VARCHAR(10) = 'Hello'
SELECT dbo.CONCAT(@S1, @S2, 1) -- Returns 'Hello'