I'd imagine it's because from the center, you can span a larger area than from edges or corners. From the center, you can reach all the corners of the board, including where your opponent's king is, so you can attack it.
And the knight benefits the most from it, because percentagewise, it increases its span much more compared to the other pieces. The rook probably benefits the least, since its span is constant, and with a crammed board, a centralized rook can become a cumbersome liability.
Why is it important in chess ? Do you know which chess piece benefits most from it and which benifits the least ?