[14.2] So why would I want to use them?

Because they're glamorous and fashionable, of course!

But as well as that, objects provide a number of features that otherwise are a pain to achieve:

they create "intelligent" data, which "knows" what can be done with it
you can use a single command with different objects and have each object interpret the command in a way appropriate to itself
you can turn handlers into global data which can be shared between movies
you can keep them in lists, changing them on the fly, and send them all messages (commands or events) at once. A special case of this is the actorList, a built in Director property that you can put as many objects as you want into, and they'll all get sent a stepFrame message each time the movie changes frame (or loops back on the same frame).
they can inherit handlers from other "ancestor" scripts, so you can share some handlers between objects while letting them keep handlers specific to themselves.

One common use for objects in Director is to create sprites on the fly, each of which takes care of its own behaviour independently. By using different parent scripts to give different possible behaviours, you can easily create movies which vary each time you play them.

While it is possible to do most of these things without using objects, it can be a lot harder.

For example, say you have five kinds of sprite, all of them doing different things each time the movie advances a frame (maybe moving a particular way, or changing cast, or whatever). Any given sprite may be any of the five types, since you randomly select them as you go along.

If you wanted to do this without objects, you'd have to have a handler which went through all the sprites, checked what type they were and then made them behave accordingly. It would probably involve lots of nested if..then..else statements and generally be a bit of a nightmare.

With objects, however, you just have a different parent script for each type, each with a stepMovie handler that performs the appropriate action. Then, you add all the objects you create from these parents to the actorList, and they sort it out for themselves.