1. Because they pre-set with correct permissions, no effort on your part
2. You cannot delete those roles by mistake if an AWS service uses them
3. Easier to audit use compared to roles you set yourself

More info here – look where the column for services linked roles says “Yes”

https://docs.aws.amazon.com/IAM/latest/UserGuide/reference_aws-services-that-work-with-iam.html