RMI is built on sockets. Sockets are low-level and require one to either use an existing protocol or invent one. RMI wraps sockets with an object-oriented interface so one can concentrate on programming rather than socket details.
Socket tutorial RMI Tutorial
Because Sockets allow for so much more. HTTP is built on top of sockets. JavaMail is built on top of sockets. Just about every protocol that uses TCP uses sockets.
Also RMI is a Java-only technology. If you want to communicate with systems written in other languages, you'll have to use a lower level protocol (HTTP, FTP, etc.).