1. Give a header an id and jump to it from anywhere.
2. Attach scheduling information to the header so that you can easily track TODOs and DONEs. I usually further break down a TODO into several sub-TODOs and write something under each one to organize my thoughts, including code blocks, tables, quotes, footnotes, which is impossible in Markdown.
3. You can attach anything else to it, too. I also attach an Anki note ID to it and use Org Mode as an alternative Anki editing environment. Because of the attached note ID, I can easily distinguish whether I want to create a new Anki card (without an ID) or update an existing one (with an ID). That is also hard to implement in Markdown (Strictly speaking, I don't think it's even possible to implement it in Markdown).
My only complaint is that Emacs is the only text editor that fully supports Org Mode. Other editors (e.g. vim, VSCode) support it too, with only to an extent.
Sometimes I also wonder why Org Mode is not as popular as Markdown, the former is far more powerful.