Several reasons. Texture and freeze-thaw stability are the main reasons. The latter being an issue for home use mainly.

Your freezer’s self-defrost works by getting a little warm and then cold again. That causes ice crystals to melt and re-freeze, which is the opposite of what you want. Gums help with that and that’s why it’s in most of the ones you see at the grocery store.

They also can be used to give body to things that don’t have as much protein, like sorbets.