To allow you to quickly select a number of zones that "belong together."
For example if you have created a layered sound consisting of piano and strings, you could put all string samples in one group and all piano samples in one group. Then you can quickly select all piano samples and make an adjustment to them by trimming a parameter.
To group zones that need to share group settings together.
For example, you may want to set a group to legato and monophonic mode and add some portamento so that you can play a part where you slide between notes.
Note that there is always at least one group, since the zones you create are always grouped together by default.