Marlon le Ray's question reminds me of an analogy. Under an electron microscope of sufficient power, a desk could be revealed as a seething mass of uncountable subatomic particles. Nonetheless, when we look directly at the desk , we recognize solid wood.
In the same way, on one, incredibly complex, level, our personalities are composed of infinite experiences (including emotions) which we integrate as best we can by means of various mechanisms, to the effect of feeling we are possessed of having more or less solid inner selves. It is the need for a sense of inner cohesion in order for us to function--I believe--that makes it worthwhile for us to struggle when we are patients.
These thoughts about "Why?" come down to whatever a person needs for a sense of self that means being able to live in a state of inner harmony. To stay at the macro level: Birds may fly, but first they dry out their feathers and learn enough how their various parts go together. (I do like metaphor.) I guess that as therapists we all have different ways of trying to help this along, including pushing the bird out of the nest or, emotionally speaking, flapping our wings alongside for support. Some of us, for various inner reasons, may find it appealing in the process to try hard for cognitive understanding. This can be acceptable if the patient member of the team (pun intended) also finds benefit in it. It is even possible that a satisfying relationship with the outer world is more attainable when cognitive understanding gives structure to one's sense of self.