In a typical game, we have a main menu, an options menu, possibly a credits screen, and of course the game itself. We can have all this in a single file, but that will become difficult to maintain after a while. So, it will be a good idea to group these elements into separate entities, which in our case are scenes.
In games that depend on having a lot of levels, such as point'n'click games, it's also a good idea to have scenes for each level.