2 Fixed typo; hypenated semi-simple.

I don't think there is a one-line answer to this question, since it epends depends a lot on the direction from which you approach semisimple semi-simple Lie theory. For one thing, it's probably best at first to emphasize just integral weights, among which the dominant ones parametrize irreducible finite dimensional representations. Here the weight usually denoted $\rho$ plays a ubiquitous role in the classical Weyl theory, but that too can be developed in a number of different ways. (There was some early experimentation with the notation; the alternative symbol $\delta$ also had widespread use before the Bourbaki preference for $\rho$ started to take over in 1968.)

While it's important in proofs of the Weyl character formula to view $\rho$ as the half-sum of positive roots (given a fixed positive or simple system), it's also essential to identify it with the sum of fundamental dominant weights for many purposes. In this guise it's the smallest regular dominant weight, fixed by no element of the Weyl group except the identity. When passing from integral weights to line bundles on an associated flag variety $G/B$ (with $B$ a Borel subgroup associated to positive roots relative to a fixed maximal torus which it contains), the weight $\rho$ has the distinction of defining an ample line bundle. This property is crucial in geometric approaches to Weyl's formula, as well as in spin-offs in prime characteristic due to Andersen and others.

Ultimately the importance of the weight $\rho$ is probably appreciated best in the setting of representation theory, where the finite dimensional theory is enriched by treatment of highest weight modules in more generality and the shift by $\rho$ is again ubiquitous. By the way, the convenient "dot" notation $w \cdot \lambda := w(\lambda +\rho) - \rho$ is apparently due to Robert Moody. In the earlier literature the more awkward full notation appears, or else is replaced in the Paris notation by a hidden $\rho$-shift.

None of what I've said is a complete answer to the question asked, but in any case it's more than a matter of "convenience" to emphasize $\rho$.

1

I don't think there is a one-line answer to this question, since it epends a lot on the direction from which you approach semisimple Lie theory. For one thing, it's probably best at first to emphasize just integral weights, among which the dominant ones parametrize irreducible finite dimensional representations. Here the weight usually denoted $\rho$ plays a ubiquitous role in the classical Weyl theory, but that too can be developed in a number of different ways. (There was some early experimentation with the notation; the alternative symbol $\delta$ also had widespread use before the Bourbaki preference for $\rho$ started to take over in 1968.)

While it's important in proofs of the Weyl character formula to view $\rho$ as the half-sum of positive roots (given a fixed positive or simple system), it's also essential to identify it with the sum of fundamental dominant weights for many purposes. In this guise it's the smallest regular dominant weight, fixed by no element of the Weyl group except the identity. When passing from integral weights to line bundles on an associated flag variety $G/B$ (with $B$ a Borel subgroup associated to positive roots relative to a fixed maximal torus which it contains), the weight $\rho$ has the distinction of defining an ample line bundle. This property is crucial in geometric approaches to Weyl's formula, as well as in spin-offs in prime characteristic due to Andersen and others.

Ultimately the importance of the weight $\rho$ is probably appreciated best in the setting of representation theory, where the finite dimensional theory is enriched by treatment of highest weight modules in more generality and the shift by $\rho$ is again ubiquitous. By the way, the convenient "dot" notation $w \cdot \lambda := w(\lambda +\rho) - \rho$ is apparently due to Robert Moody. In the earlier literature the more awkward full notation appears, or else is replaced in the Paris notation by a hidden $\rho$-shift.

None of what I've said is a complete answer to the question asked, but in any case it's more than a matter of "convenience" to emphasize $\rho$.