I think it's more like a sign post in the text. At the start of any paragraph (or sentence, really) the text may go literally anywhere--could be a new thought, a continuation of an implicit list, an explanation of what came previous, or anything else.
If you say something weird or apparently unsupported, the savvy reader at that very moment is going to be thinking so. So it's helpful to orient them like:
> Here's a wild sentence. Here's why it's not actually that wild: reasons
Without the connecting phrase, the reader has to figure out from context that out of all the possible things the following text could be doing, what it's actually doing is explaining the previous claim.
You can rightly counterpoint that it's not strictly necessary, that a savvy reader can figure it out. But I think the moment right after a wild statement is a hotspot for readers getting ready to jettison, and having a little assurance is likely very helpful.