You don't. The Lutron switch is not wifi. The Lutron hub is not wifi.

Convenience, automation, remote control.

Flexibility. A hardwired switch is choosing your lighting configuration at build time, but when you have light bulbs that can all be controlled individually through software, then you want a switch that can interact with that software.

For instance, let's say you do something crazy and unprecedented like add a lamp to your room, with hardwired switches now you either have two switchs in two different spots to deal with every time you enter a room, or you need to call an electrician to wire up a switched plug. If your switch was instead a software switch you could just reprogram it to also control the lamp.

I have my lights set to turn on slightly before I am supposed to wake, turn off after I go to work, before I return from home, and after I go to bed. I've recently added mmwave sensors to turn them on and off based on my presence within a room. I can do all kinds of automations that I could do manually sure but if I don't need to and can minimize the amount of excess energy waste then why wouldn't I want a wirelessly controlled switch and or lights?

And yes most everyone can do this. Google Home Assistant and get lost in the rabbit hole.

The door from my driveway opens into my office. The light switch in my office is in a really shitty place. When coming into my office at night, I have to navigate to the light switch in the dark to turn on the light.

Or, at least I did. Now when the door opens at night, the light in my office comes on at 10%.

Stuff like that is why.

It's one way of wirelessly communicating between devices of different types.

You can have a WiFi-enabled light switch that you can control with your phone without it connecting to the internet.