Quick answer
A joint is the weakest point of any wiring run — it's where strands loosen, oxidise and heat up. A junction box does three jobs for that weak point. It contains the heat and any sparking if the joint deteriorates, keeping it away from concealed woodwork and insulation. It keeps the joint accessible, so it can be inspected or remade without breaking a wall — a taped joint buried in plaster is invisible until it fails. And it protects the joint mechanically, from tugging, dust, moisture and pests. Outdoors, the box needs to be a weatherproof one with proper cable entries, especially through the monsoon. A twist of insulation tape hidden in a conduit is the classic shortcut behind flickering lights, warm switchboards, and worse.