I just learned today that the following Java code is perfectly legal:
myBlock: {
/* ... code ... */
if (doneExecutingThisBlock())
break myBlock;
The ability to leave a sequence of statements has been implemented in several programming languages before Java. Two examples:
Algol-68 had exit to terminate the execution of the smallest closed-clause (very loosely speaking, a begin ... end sequence).
BLISS had labelled BEGIN … END blocks, with a LEAVE statement to terminate execution.
Implementations with labels (as in Java) are more flexible in that they can exit nested blocks (or compound statements, or whatever you call them in your language of choice); without the label, you're limited to exiting a single "level" only.
Answering the direct question, "why" -- because it's been found to be a useful construct in other, prior, languages.