Why we actually need to use remote events/functions?

To just directly and synchronously use values from a client without delay means that everything you might possibly want to access from a Server script--every Lua-accessible value--would have to be constantly replicating from all clients, and the server would have potentially tens or even hundreds of clients' complete datamodels in memory all the time. That's obviously a terrible waste of both server memory and replication bandwidth.

A RemoteFunction gives you the ability to selectively fetch just the values you need from a client, only as often as you need them. RemoteEvents can be used even more flexibly for a query and response that's totally asynchronous (not having to yield the script like a RemoteFunction), and can often get the same data a little quicker than a RemoteFunction (I don't know the precise implementation detail that is the reason for this).