What Shumway said - nicely put
The reason is:
So that your aircraft will stall before it can be overstressed due to g loads when you abruptly maneuver the aircraft.
Fly faster than maneuvering speed on a lightly weighted aircraft and abruptly maneuver the aircraft, you will overstress the airframe.
Fly slower than maneuvering speed on a lightly weighted aircraft and abruptly maneuver the aircraft, it will stall first before it can be overstressed.
Which can be expanded in to the discussion about angle of attack needing to vary at the different weights to achieve the same speed