One of the things about external links, is that they enable MusicBrainz to function as a form of “rosetta stone” for music information. If you have a link or identifier from another site and system, you can look it up in MusicBrainz and hopefully both find a lot more information directly in MusicBrainz, but also links to places where you can find more information. Obviously, the more external links we have, the more things can be looked up in MusicBrainz. See also my post from 2½ years ago:
You may also find the discussion about whether MusicBrainz is “primarily a database or a tagging library” interesting: