In Salesforce classic, Salesforce lets you embed a Visualforce page into their page layouts. This page is in a cross-domain iframe, and therefore completely isolated from the containing page layout. With lightning components though, your code is actually running on the same window as all the other components in the application, and it is the Locker Service that prevents components from interacting with components from different namespaces.
Considering the complexity of the locker service and the resources Salesforce must have spent to create it, I imagine that there must have been some specific benefits that they had in mind to decide to move away from the simpler existing policy of keeping customer code separated with an iframe.
What does a Lightning Component with the Locker Service allow you to do that can't be done with a Visualforce Page in an iframe?