It really depends what flights you are looking at. Some airlines simply price their round-trips as the sum of two one-way tickets but that is the exception rather than the norm. Most times, it is cheaper, and often by a considerable amount, to buy a round-trip ticket.
Therefore the main reason is to save money.
There are other conveniences such as getting your entire journey determined at once which saves the hassle of trying to find a matching pair of tickets that suits your needs. The ticket makes a single entity of your trip, this makes it cheaper to reschedule since you only pay once, to cancel since there is only one cancellation fee and to have a single itinerary showing arrival and intended departure date which is sometimes asked by immigration. When you have two one-way international tickets, checkin often cannot be done online and you are asked to give your return ticket number at the counter when checking in.