Sometimes you want to understand a group $G$, but the only thing you know is that there is an extension $1 \to A \to G \to E \to 1$. If everything is abelian, $G$ corresponds to an element in $Ext^1(E,A)$. If at least $A$ is abelian, then $E$ acts on $N$ by conjugation and $G$ corresponds to an element in $H^2(E,A)$. Thus the classification of groups naturally leads to cohomology groups, which have a rich theory.
There is also a topological motivation: Which spheres act freely on finite groups?