Because you can easily control a device, like a relay/etc, that needs much higher current
than a microcontroller I/O pin can supply. In general, a 5V pin cannot provide enough
current to even drive a common 5V relay.
In addition, it allows you to control devices that require different voltage levels, such as
a 12V relay.
That's for simple on-off control. If you want to actually amplify "signals", that's something
else again, in which case you want a more reliable amplification-value, see Emitter
degeneration section here,http://en.wikipedia.org/wiki/Common_emitter