Simulating a random game is more informative than randomly returning win or loss.
Imagine a TicTacToe board where one color cannot win anymore, but the other color can. Obviously random roll outs can reveal this fact.
In addition there usually is actual information in the probability that a sample returns a certain outcome. A situation in which you win 90% of all random plays might be preferable to one where you win only 10% of all random plays. Of course, this cannot be stated in general. One branch may contain a certain win only if the single correct response is played — and this same branch might feature many possible paths to defeat.
Also one possible improvement to MCTS is to do smarter than random playouts.