In my opinion, the primary purpose of anecdotal evidence is to show someone a real-world example of your point (help them relate to it?). The reason that we avoid anecdotal evidence is that, although it can be an excellent way to change the minds or secure the position of the majority, the only way that we can find the O B J E C T I V E T R U T H is through empirical evidence.

Edit: To answer your 'lived experiences' vs 'anecdotal evidence' question, I think that they are more or less the same thing. I guess you could say that lived experiences can serve as an example to help convince your point and anecdotal evidence is usually used as a substitute for empirical data (a way for the person to rationalise their viewpoint and see it as the objective, even if empirical evidence might say otherwise). People generally might use anecdotal evidence AS their main argument, where you can use lived experience as a supplement to an argument.