Furthermore, a good broker supports some kind of failover. We run a RabbitMQ cluster behind a load balancer, and it works great - once e.g. we had a hardware failure, and the applications did not notice anything from it. Of course we also have to monitor the queues on the broker (one of the few ways to bring down Rabbit is to fill up its disk). But having a central broker for connecting apps also means you have a central point you can keep an eye on to check where your bottlenecks are (which queues build up).
Loosely coupled applications are also much more unix-like in the sense that you can make them do one thing instead of baking in your custom restart logic (over a network? please don't).