The goal is to identify targets for new drugs, and it is known that drugs based on specific genes or mutations often have the best chance of success - look up, for example PCSK9 inhibitors. 23andMe, along with having genetic information, have very, very detailed phenotypic information on the people they sequence, which they collect in the form of surveys. This in turn lets them do GWAS-like analyses better than anyone else on earth. These GWAS hits can in turn go through a pipeline to find those genes which might confer protection, or susceptibility, to a particular disease. Then, it's up to GSK to make a molecule to mimic or inhibit that effect.
What should be clear here is that 23andMe is NOT giving GSK access to their data. They are giving them leads.
Source: work in research R&D in biopharma (with a particular interest in genetics)