If you’ve got a perfectly good headphone jack on your Mac, why bother with anything else? Two reasons — quality, and flexibility. Now, Apple doesn’t cheap out on things that other manufacturers do, thinks like internal speakers, or the DA (digital-analog) converters that turn MP3s into analog headphone signals. But neither does a Mac or iPhone have DA converters anywhere near the quality of a standalone audio device. Adding a USB audio box moves the D-A conversion into a purpose-built unit, with (usually) better sound as a result.
A USB audio interface, will also come with a bunch of its own ports. These may be designed to send audio to a pair of powered speakers, or to accept an input from a microphone, guitar, or other instrument. And, importantly, there may be more than one input and output.