Various reasons, some of which are...
1) To disguise the age of a film, book, or TV show so you won't realise that what you're watching isn't new but was made in 1953.
2) To distinguish more readily separate parts of printed matter such as preface pages (i,ii,etc), chapters, paragraphs, etc.
3) The use of Arabic numerals took a very long time to be accepted throughout Europe, and the first clocks bore Roman numerals. This became a traditional practice for clockmakers that continues up to the present day.