For marketing purposes. NH or TG, for instance, do not fly to DUB. Being able to put their code on a BD LHR-DUB flight enables them to sell a ticket to DUB via LHR.
They could allow inter-lining with BD instead (i.e. sell BKK-LHR-DUB tickets where the first segment as a TG code and the second one a BD code) but that would mean less revenue for TG. Also, TG will be well known in Thailand whereas BD will not and, therefore, is likely to inspire more consumer confidence. Another reason why a codeshare can be a more attractive proposition than a non-codeshare interline.