Lots of reasons. Male songs are indicators of the males value as a potential mate for the female. So males use their song (loudness, beauty, frequency) to attract females. Females can benefit by selecting the male with the “best” song, obtain their genes (or territory) and have either more offspring and/or offspring with a higher chance of similarly attractive high quality mates (which all means higher reproductive success (ie fitness) .
Songs from males also help females find the males and potentially excellent territory on which to raise a clutch.
Male songs can also indicate to other males that a territory is occupied, and therefore to stay away or risk a conflict.
Simpler sounds (ie calls) can be used to indicate that danger is coming (therefore for the chicks to be quiet, or to warn their partner). Begging calls from nestlings stimulate adults to provide food to their young. Mobbing calls are used to get large numbers of birds together (sometimes of different species) to collectively harass a predator to help drive away the danger.
Lots of reasons. With wonderful benefits for us.