To help us breathe better.
Wind is caused by the uneven heating of the Earth by the Sun. Hot air rises (process of convection) and cooler air moves in to replace the displaced air. Wind is the horizontal component of convection which serves to redistribute the energy on Earth from regions of surplus energy (warmer air), to regions of deficit (cooler air). The vertical movement (up or down) of air causes different pressure gradients and air moves from regions of high pressure (cooler downward moving air) to regions of lower pressure (warmer upward moving air). The greater the rate of change (i.e. greater pressure gradient) of lines of air pressure between regions, the greater the movement of air and the faster the wind will blow. Direction of wind has to do with the pressure gradients and the Coriolis effect.