Being able to securely encrypt and decrypt messages is no use if you can't securely share your encryption key. If you want to communicate with someone using encrypted messages, you first need to be able to give them your encryption key to decrypt the messages you send them. If you s end it to them in the clear, someone could easily steal your encryption key and thus decrypt any messages you encrypt.
Diffie-Hellman Key Exchange is a method of creating a shared encryption key between two actors whilst communicating insecurely. This allows them to start a communication insecurely, agree on a shared key without revealing it, and then communicate securely afterwards using the shared key.