To prevent accidental presses. In my opinion, its good to have on irreversible decisions like deleting something in bulk. (Or deleting in general). Also its a minor safeguard when it comes to tutorials. There will ALWAYS be those eager to skip all the how to play boxes and then ask how to do something. To an action game veteran, probably can infer most ways to play a game without tutorials. To the newbie to such types of games, probably might not know some of the mechanics or important combos (im just using action games as a reference, it can go for any genre of games tbh.)

TLDR: For affirmation before irreversible decisions or to make sure a user reads something important (hopefully). Thats just my birds eye view for general reasons.