Sometimes bad things happen in the world.
For instance, sometimes countries attack other countries for no apparent reason. Sometimes the attack involves killing people, or capturing territory, or forcing their will on other nations or large groups of people.
If a nation was content to just be surprised every time something like that happened then (a) it couldn't do as good a job protecting it's people and their interests, and (b) it would look stupid.
National intelligence organizations allow a nation to be better aware of what is going on around it.
Are the organizations perfect? Heck, NO! But we need them.
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When diagnosed I bought champagne!
I finally knew why people were strange.