Improved performance and better fuel economy. More gears means a greater ratio spread between them, meaning the engine has more options for optimal operation. Transmissions with more gears allow for a higher first drive ratio, and a very low ratio overdrive gear. If the transmission is calibrated properly, more can also provide smoother shifting, and so more comfortable driving.
That said, the improved performance/comfort aspect seems to account for about 10-20% of the reason. The remainder is improved fuel economy, which is extremely important for meeting CAFE fleet averages. 0.1 or 0.2 mpg is essentially irrelevant to the owner of the car, but it can mean millions of dollars for the manufacturer in terms of avoiding government penalties. CAFE is also the reason for direct injection engines, start-stop systems that shut off your engine at stoplights, the elimination of spare tires in many models and other changes that make little sense otherwise.
So long story short, small improvements to fuel economy that boost CAFE fleet averages are why manufacturers are almost universally using 8, 9 and even 10 speed transmissions in new cars.